You will only see the Sidewalk option if you have a compatible device connected. Sidewalk-enabled Echos include Echo, Echo Dot, Echo Dot for Kids, Echo Dot with Clock (third-generation or newer) Echo Plus, Echo Show, Echo Spot, Echo Input, and Echo Flex.

Turning this off will apply changes to any and all Echo and Ring devices on your account. [1] X Research source

You will only see this option if you have a compatible Ring device, like the Ring Floodlight Cam, Ring Spotlight Cam Wired, or the Ring Spotlight Cam Mount.

Turning this off will apply changes to any and all Echo and Ring devices on your account. [2] X Research source