Hello @kangn_namea
I have checked on Magento 2.2.7 and follow below step.
Marketing-> SEO and Search ->Sitemap and added with proper path.
Filename: sitemap.xml
Path: /
You can check using www.websiteurl.com/sitemap.xml
It will show on Magento root.
Still not working.
Please check user role and permissions may be currern user not have any permissions to create a file.
If you got a solution, please Accept as Solution & Click Kudos.