You will have to choose one of the other two settings - either that students can manually mark it as complete or to show as complete when conditions are met - in order for it to show in the Completion Progress block. If you choose the last option, you'll be required to choose a condition just below. For a Page resource, the only available condition is that it has been viewed.
The first option - Do not indicate activity completion - is essentially that a completion condition has not been set. So it will not appear in the Completion Progress block. Only activities with a set completion condition will appear in the "Activities included" box - you pick from those the ones you to appear in the block.