The respective footnote on the page the OP linked to says

(3) Versions of Excel 2007 and up will support this file format. PDF and XPS require the “Microsoft Save as PDF or XPS” add in. Go to Microsoft’s web site and search for “Microsoft Save as PDF or XPS add in”.

(Not sure if the OP has verified the add in is installed, though.)

In reply to Re^2: Save Excel worksheets as PDF by almut
in thread Save Excel worksheets as PDF by slloyd

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