Email to Lead from Outlook

Hello Trailblazers, We recently setup Outlook Integration Einstein Activity Capture in our Sandbox environment to test out the features. The Salesforce Panel in Outlook only shows 2 tabs (Related and Tasks) and the + sign to add new Salesforce record only shows New Event, New Task and New Contact. How do we add New Lead to the list? (Use Case Example: I give out business cards at a networking event. Someone from the event is interested in our product and decides to email me. Now that the person has emailed me, I want to create a new lead from the email I received in Outlook). Several pictures in the Salesforce Help Articles, indicate there can or should be a New Lead option listed when we click the plus sign. I created an Email Application Pane, but I didn't see how to adjust options for the plus sign. Also on the tab lines, several pictures on the Salesforce help articles indicate we would we see a feed option. The Email Application Pane shows the Feed tab should be there, but it's not. Are these paid features? Or am I missing something?

My Options:

Snippet from Create Salesforce Records from Outlook and Gmail: