This normally happens if you have chosen dates without time slots selected, and some other dates with specific times selected. Then it is not possible to have timezone enabled.
In step 2 when you create the poll, make sure that you either have specific times on all days or none. Click on the little "x" next to the times to delete them, or click "add times" to put in some specific times for the rest of the dates.
You can also click on the current timezone and then choose the very first option "remove timezone from this poll". Then you can make the poll with or without times as you would like.