Are you sure you have used the same account to “authorize” the Search Console that has been listed as an owner of your website in Google Search Console?
It is a very common mistake and you can verify by logging into your Google Search Console with the same account you used to authorize GSC inside Rank Math. If you see the domain there, please add email@example.com as an owner so we can check this in more detail.
Good job, Todd! That’s exactly what the problem was. I have two gmail accounts and Google Search Console is not under my website email like I thought it was or like it should be, rather it was under my personal email. When I made the change, my website appeared in the drop down box on the SEO Settings/Search Console page.
Is there anything else I need to do going forward?