Agents are not able to link Messaging user to Contact Record.

SF provides this guide for how to link other record types to Message Users. However, when I perform the same steps there is no section for adding other record types. Is this documentation outdated? Has anyone else tried linking the Message Users to other record types (I'm looking to link them to leads)

SF Steps:

1. From Setup in Lightning Experience, enter Messaging in the Quick Find box, and select Messaging Settings.

2. Click the down arrow to the right of the channel that you want to edit.

3. Click Edit.

4. The Edit Messaging Channel modal page opens.

5. Select the record type that you want agents to link Messaging User records to. For example, you can link Messaging User records to Contact records.

6. To open linked records as subtabs, select the checkbox.

7. Click Save.

https://help.salesforce.com/articleView?id=livemessage_enable_object_linking.htm&type=5