Mail Merge not creating activities when using CRM web

Hi All,

I recently notice that when completing Mail Merge using CRM Web, upon completing the Mail Merge there are no options that allows you to create this activity in CRM. I tested Mail Merge using CRM for Outlook and I do get the option but don’t see it when using CRM Web.

I am using CRM 2016, Service Pack 1 (OnPremise)

Thank You,