Thanks for getting in touch! It looks like we have found the problem.
Currently when the DeploymentCreate permission has been scoped to a project or project group, it is causing the untenanted deployment option to not be available in the UI. This is currently only an issue with the permissions check in the UI and we have just created a GitHub issue to resolve this asap.
The workaround here would be to perform the untenanted deployment via the API as the user should still technically have the permissions to deploy untenanted.
The other option would be to remove the project group/project scoping from the scoping of the user role. This can understandably cause security issues though so may not be a viable workaround.
Let me know if you have any questions here. Hopefully we can have this resolved shortly.