If you are talking about the popup that occurs when the script tool is running as a tool, rather than me setting properties of parameters as shown in my first question, then yes the blue circle icon appears but nothing shows in the popup. Normally I set the text for those via the Edit metadata > Syntax >Dialog explanation.
What I show in my original question appears to do absolutely nothing, I wonder if it is functionality that they intend to implement in a future version of ArcPro?