Where are you trying to make the change? You can't change it on the main Boot scene; you have to click on Boot Priority and then place checkmark for Legacy Boot.
I believe you have to disable Modern Standby as well to be able to use Legacy Boot. Go into the POWER menu, Secondary Power Settings, Sleep Type Support. Change the Power setting to Legacy S3 Standby.
F10 Save & Exit. Enter back into BIOS setup and change Boot Priority by checking Legacy Boot.