Hello. When you use the new editor’s Gallery block, you aren’t actually creating a block that includes Jetpack gallery capabilities. I believe this is supposed to be addressed in an upcoming Jetpack release, possibly with the addition of new Jetpack gallery blocks. Until then, here’s a workaround that will let you create a Jetpack gallery inside a Classic block that I’ve been using on my site for a few weeks now.
1. Instead of adding a Gallery block, add a Classic block.
2. Click inside the Classic block to get the toolbar to appear.
3. Select Add Media (upper right corner of the Classic block toolbar).
4. Select Create Gallery and choose the images you want to include.
5. Select Create a New Gallery (bottom right corner).
6. You should now see the Gallery Settings panel you’re looking for.
7. Select your Gallery Settings, then choose Insert Gallery.
It may seem like a lot of steps, but it’s basically how Jetpack galleries were added to a post before WordPress 5.0, and emulates what you are seeing in the (now outdated) tutorials. You can of course add other blocks to your post before or after the Classic block.
Hope that helps!
