Tab selection does not work here.

Normally, tabbing will select the "Yes" and go on to the "Enter" button.

I meant the "on" and "Add" buttons.

Fortrikka @Cannabat You have to toggle on this System Setting (screenshot from a newer version of macOS):

Does this solve the issue?

Looks like tab doesn't work for any of the "Add" popups in this part of preferences

astruckm Yes, thanks.