My understanding is different.
The message indicates that the pipeline is empty. The message also tells that to get started you must add the first stage.
It is quite possible that the button is only shown when the pipeline is not empty, after you get started by adding the first stage.
This makes sense to me unless your pipeline is not empty. But it is not clear from the screenshot if your pipeline is empty or not.
It could be useful if you share the Compass version you are using since it has evolved a lot in the last 11 months.