We couldn't find the multi-select picklist on the Opportunity object ...?
From the screenshot, I can see this field is controlled by 'Stage' field. You need to see whether right values are mapped to this picklist. otherwise, this field will come as blank field in the layout.
What exact issue are you facing?
The steps also say:
While still viewing the Opportunity object Fields & Relationships, click the Field Dependencies button.
Click New, and set up the new field dependency.
Select Stage as the Controlling Field.
Select Close Reason as the Dependent Field.
At the top of the table, click Next until you see the Closed Won and Closed Lost columns.
Double-click inside cells to select the appropriate Close Reasons in the Closed Won and Closed Lost columns.
Closed Won: Select all values starting with “Won”
Closed Lost: Select all values starting with “Lost”
Click Preview, then test the dependency by selecting different stages and viewing the different close reasons available for each stage.
Click Close to close the preview window.
Click Save, and click OK to accept the warning that not all dependent values have been included.
And I have done that as well
I wasn't able to get any assistance in the Community so I submitted a ticket via Trailblazer Support. They logged into my Org and moved me past this issue. They didn't say exactly what the issue was (if there was an issue to begin with). Sorry I don't have much else to go off on.
This worked like a charm. Thanks!
Won: Other Reason