PLEASE HELP, cannot customize lock screen on fresh factory reset running the latest iOS 16.3.1.

Hello please help me, I've attempted three times to get support and each adviser has disconnected without helping me solve this problem. The problem I'm facing is with my newly factory reset iPhone 11 which has the latest version of iOS 16. When I attempt to add a new wallpaper with the blue plus button there is no option for "photo", only the default presets and "weather" and "emoji". I did not have the problem with my previous iPhone X which also runs the newest iOS. How can I use one of my own photos as a lock screen. I've attempted restarting and resetting the iPhone with no luck. here I will post a screen shot.