Hey there @RezaSardari !
It looks like you are following the steps properly, but, as you stated, it doesn't appear! Is it possible to make this layer public so I can test it on my end? I won't need the data from your PBIX file to test this. I tested this on my end and I see the Join layer option.
If you can make it public, I will just need the map ID. It'll make it easier to search.
Lastly, what type of layer is this? I am wondering if there is a layer type that is obscuring the Join layer feature.
Let me know what you see!