No Free systems listed

Hi,
I've a MacBook Pro with M1 Pro chipset, macOS Tahoe 26.2, and a license of Parallels Desktop 18 standard. I'm hoping to install an earlier version of macOS on an external drive.
The issue is that I'm not able to choose any free operating systems because the list that normally shows different OS types isn't there. Instead of having the possibility to choose which OS to install, I have a message saying "Please connect your Mac to the Internet..." but the Mac is already connected to the Internet.
Could you please let me know how to restore the list of the OS already configured for Parallels?.
Thanks in advance!