Can you share a screenshot after you click on that button?

Also, what happens if you click on Send Test Notification from that page? You should see a new notification in toolbar, and also a JavaScript green popup.

There is the possibility that you've already granted the permissions.

Clicking on Send Test Notification, a notification shows up on the bottom of the screen, but this is totally unrelated to browser notifications.
After clicking on the Grant Permission button:

Any error in your browser console?

Is there a possibility that you have a browser extension privacy-focused that automatically denies this permission?

In T15979#20265, @valerio.bozzolan wrote:

Is there a possibility that you have a browser extension privacy-focused that automatically denies this permission?

AdBlock Plus is the only extension I have that may be involved, but it hasn't any forms of rejection of browser notifications.

LOL

You are totally right, I've never seen native browser notifications too. For some reasons I've always confused Phorge's popup with these since they are quite similar in my environment