The "Security Level" field is missing on the create issue screen for groups that do not have service desk application access.
I confirmed that the group has "Set Security Level" permission.
Also confirmed that the "Security Level" field is listed on the create screen.
The field will only show on the create screen if the user has service desk application access.
Is the issue that questioned user does not have a service desk license?
Note that they are able to view the field on existing issues.