Self Service Password Resets

We are trying to document some of the processes for our clients and updating the email templates accordingly for those actions.

When going thru the Self Service Password Reset option I always get the:

'At this time your password can only be reset by an administrator.' message in the email body suggesting I have that option turned off.

However, if I look at my Default Rule under my Authentication password policies I see these options selected:

Exclude Users No

Location Anywhere

Change Password Yes

Self-Service Password Reset Yes

Self-Service Account Unlock No

Which to me suggests that Self Service Password Reset can happen. This is also what your help pages suggest for a setup to allow users to do self service password resets.

Am I missing a step in my setup?