1. check App Security -→ should be production 

2.allowed the anonymous user 

3. add a navigation profile (native mobile )

4. set the default home page for the native mobile.

then build native mobile app will display 

First upload it to a server of Mendix cloud:;

While you are busy with it, why not upgrade it to 9.2.0 (or at least 9.1.1) for some extra goodies.

Are you installing the Mendix Studio Pro using administrator and the official installation archive from Mendix? According to docs ( https://docs.mendix.com/howto/mobile/deploying-native-app#prerequisites ) :

• Mendix Studio Pro v8.15 and above installed using the online installer. The offline installer does not include the Mendix Native Mobile Builder dependency.

I have this problem with a client where software packages must be repackaged into offline installers. That causes the native builder to be skipped which results in a disabled menu option.

As an alternative, I used the CLI version instead: https://docs.mendix.com/refguide8/native-builder

I haven’t figured out how to manually “repair” the menu option yet. Your best bet is to ensure you are installing in online mode.

Run the studio pro as Administrator. 
That option will show up.