Hello @Blossom65
Is is greyed out on the big blue Screen Wake button? You can tap that one to change it too. If not, there's always the option in Settings, Display Settings, then Screen Wake.
Have you tried both ways?
If you have and it didn't work, it might be an idea to try to restart your Charge 5. Scroll down to Settings, then scroll up to the end and tap Restart Device. Sometimes that can fix a small problem.
I hope that helps a bit.
Edited to add:
I just did some research and if the above methods don't work for you, please check that Sleep Mode is switched to Off. If it's On, the Screen Wake option is fixed on Manual, as people wouldn't want the screen turning on and disturbing them when they select that mode.