The iPhone backup switches to "This computer" in iTunes and I want to save it on iCloud

When I open iTunes and I click on the icon of my phone, all my settings are correct, with the exception of backups set to "This computer". I check iCloud and click "Apply" to instantly return to "This Computer". I am connected to iCloud on the phone and at the computer with the same account. I have a lot of space in iCloud too, so that should not be a problem. Why is it changing and how can I get it to stick to iCloud?

iTunes after clicking Apply to apply the settings.