Hi Nwajei,
Please know that the images are already included in your sitemap.
You can open your post or pages sitemap and see the images beside each post’s URL: https://i.rankmath.com/3t6KjL
The option you are referencing to pertains to the attachment pages. We do not recommend enabling attachments, let alone have a separate sitemap for it. The reason being that attachments cause thin content issues and dilute down your website’s authority.
Here’s an article on the topic: https://www.seoblog.com/2018/04/wordpress-attachment-hurt-seo/
If you still want to proceed and enable attachments as well as attachment sitemaps, you can do so from WordPress Dashboard > Rank Math > General Settings > Links. Disable the redirect attachments option: https://i.rankmath.com/zsKRPg
Then, go to WordPress Dashboard > Rank Math > Sitemap Settings > Media and enable the Attachments sitemap.
