If your chip is a 9900 and not a 9900k I would think that would be the reason why.  The base 9900 is not unlocked for overclocking, you need the k variation.  I know there is a kf variation also, however, I too am fairly new, having built my first rig a touch over a year ago, so not entirely sure if the kf variation allows for overclocking.  I specifically went for the 9700k so that I would have the ability to oc my cpu a bit for better gaming performance.
 
Someone with more knowledge could/should pop in and confirm my statement, and maybe add two cents as to the kf variation.

_2100_
If your chip is a 9900 and not a 9900k I would think that would be the reason why.  The base 9900 is not unlocked for overclocking, you need the k variation.  I know there is a kf variation also, however, I too am fairly new, having built my first rig a touch over a year ago, so not entirely sure if the kf variation allows for overclocking.  I specifically went for the 9700k so that I would have the ability to oc my cpu a bit for better gaming performance.
 
Someone with more knowledge could/should pop in and confirm my statement, and maybe add two cents as to the kf variation.

This sounds like the likeliest scenario.  @rjg713, check your CPU to make sure that it is "just" an i9-9900, and not a K or KF variant.  A non-K or non-KF variant multiplier would be locked, preventing the system from overclocking it.