Just encountered the same issue. I'm following allow on a Udemy Splunk course. The instructor is using Windows and it appears that this option is for local Windows Event logs that one would view in Event Viewer (they're not flat text files). I'm guessing that the option appears only on Windows, as Ubuntu and MacOS (which I'm using) use flat files for logs rather than Windows events, which I assume are in a dB format that Event Viewer parses.
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