Is this option (or any other drilldown) not accessible for non-cloud implementation?

I just upgraded my on-prem grafana to version 12 but the drildown menu has no submenu.
Also when i click from explore to go to drilldown it just says:

Drilldown

Drill down into your data using Grafana’s powerful queryless apps

in the screen

It works for me. Make sure that user has access to those supported datasources, which you expect in the drilldown.