Your screenshot is showing us a "team-managed project". These can only have one issue type at the sub-task level, and it is called "sub-task". If you look to the left of your screen, you can see the issue types you've created for the project, and sub-task is showing as already having been added.
You don't create sub-tasks with the "create" button, you have to be working within the context of the issue that you want the sub-task to be part of. So go to an issue and look for the "create sub-task" button, towards the left of the issue view, under the summary and alongside the other edit/link options.
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