When any controller is connected, any joystick, of any kind, the pitch and roll axis in the advanced flight controls menu cant be set, to any device. This is the normal, intentional behavior. Its also described in the manual.
You need to select the controller you want to use the pitch and roll axis for in the dropdown menu in the Setup-> Controllers window. Leave that device selected in the dropdown box, and make all other axis assignments in the Advanced window as desired.
Your install comes with a suite of documentation to explain how to setup your install and learn to fly. I would suggest you avail yourself of the opportunity.
Oh, sorry. Didn’t expect the controls setup process to be that special.