I thought that if you have pro version and power bi desktop as an app downloaded from Microsoft Store, you don't have to download monthly and manually. Someone has the same idea? How to solve it without manually downloading?
It looks like you are using the Power BI desktop from Store, right?
The option you mentioned is greyed out which is expected. As we all know, the Store version Power BI desktop is updating automatically if below option is enabled. It's not necessary to turn on that option.