you aren't doing anything wrong. This is one of the features that was removed with the update to One UI. You can do things like purchasing a theme (Just make sure that the theme was DESIGNED for One UI and NOT Oreo) or you can run dark mode. This was one of the features removed along with...
- Customized individual text message tones, designed into the Contacts app. Yes, I know that you can assign custom tones to the THREAD, but that requires that you maintain a copy of the conversation thread in order to preserve the customization for ever and ever amen.... And it doesn't work with GROUP text messages.
- The Professional quality photo editor. Yes, there is a poor replacement that doesn't contain the quality and the abilities of the old version under Oreo.
- The professional video settings. For example, if you go to the camera, click the gear upper left corner, go to Camera Modes, Edit Modes, and look at "Pro" it reads "Take conrol of your videos Set the exposure, shutter speed, color tone and ISO Sensitivity manually". However, if you go to the video screen for your camera, you can control some color filters and the ratio. No 4k resolution, no ISO settings, no shutter speed.
- And your problem with the inability to configure your messages with a nice quiet background and customize your text messages with something other than Blinding white light or black background.
As you can tell, this is a sore subject for me and lot of others. The thread on the pro photo editor has several hundred complaints.