Adding an SSH key is under "Settings" not "Profile settings"

https://docs.gitlab.com/ee/gitlab-basics/create-your-ssh-keys.html

Step 3 is confusing, because there is a settings menu called profile, but that's not where the SSH key goes: On the upper right corner, click on your avatar and go to your Profile settings.

Instead, the user clicks their Profile avatar, and then selects Settings.