Please read about the product you are using.
That yellow lightbulb in the upper corner clues me in you are using an experimental version of JupyterLite.
It is clearly stated as experimental and unofficial here under ‘Status’.
" the project is still unofficial ."
As a result, as you have found…
“Not all the usual features available in JupyterLab and the Classic Notebook will work with JupyterLite”
In case you found this via the Try Jupyter page, there is a statement there clarifying it is very experimental as well.
By the way, screenshots are generally not a way to convey all the information and should not be relied upon solely as you did. How/where and version number should be stated in the post. Please read Getting good answers to your questions and follow it as a guide for future posts. The information linked at the bottom How do I ask a good question?, has particularly good information on not relying on images. I understand here you were trying to show a behavior, and so a screenshot was appropriate, but only as a supplement. You want others, including ‘the future you’, to be able to find answers and images aren’t indexed by these services.