I think that is how its supposed to be.

I hope that the STM32CubeProgrammer is not being confused by the localization (language) of your Windows installation. Perhaps a non-English user of the S6 can comment on that.

I also noticed in your initial screenshot that you can also use the 'Newlib Nano + Float Printf/Scanf' option under 'C Runtime Library. The STM32F466 used in the S6 has a real floating point unit whereas some of the other STM32's that are used do not and therefore need to use the options that include emulation.