Cannot select `gh-pages` when making a new private nbdev GitHub repo

I was following the steps of the [End-to-End Walkthrough](https://nbdev.fast.ai/tutorials/tutorial.html#enable-github-pages) (except I made the GitHub repo private instead of public). I got to the [Enable GitHub Pages](https://nbdev.fast.ai/tutorials/tutorial.html#enable-github-pages) step, but I could not select the `Branch` setting to `gh-pages`.