SageMaker Autopilot not generating Model Explainability (SHAP) report

I have run an experiment on SageMaker studio and clicked on the best-trained model when the experiment finished. The right-click option gives me the option "Open in trail details". The new tab (named "Describe Trial Components") has the option/tab "Model Explainability" but does not have any data (SHAP values). Instead of the explainability data for the best model, it has the following instructions for a sample notebook:

Model explainability can be generated when running feature attribution during training. You can view a sample notebook to get started.

Isn't the Model Explainability data automatically created for the best-trained model? Is there an option or config I'm missing?