Trying to Combine 2 PDFs into One

I'm trying to combine two PDFs into one on my iMac. Page From File is grayed out and not selectable. Why would that be?

The instructions I'm following are:

Combine two PDFs

1. Open a PDF in Preview.
2. Choose View > Thumbnails to show page thumbnails in the sidebar.
3. To indicate where to insert the other document, select a page thumbnail. 
4. Choose Edit > Insert > Page from File,* select the PDF that you want to add, then click Open. 
5. To save, choose File > Export as PDF.