When checking mail, I noticed the PGP option was not available. It should look like this:

So, I followed this:
https://support.plesk.com/hc/en-us/articles/115002313594-How-to-install-GnuPG-PHP-extension-for-Plesk-PHP-

But still missing.

https://www.poftut.com/install-use-gpg-encrytion-linux-order-encrypt-decrypt-files-folder/