Signature won’t save because of File Block settings

When trying to create a new signature or editing an existing one, I get the following error;

"You are attempting to save a file type (Web Pages) that has been blocked by your File Block settings in the Trust Center"

The error also gives instructions to solve it, but when I follow these, I don’t seem to have a "File Block Settings" in Trust Center.

How can I solve this and re-enable the saving of Signatures again?