Why can't I add a pickup point selector into checkout before payment?

Any customisations to the checkout page, including adding app blocks from any app, are only available to stores on the Shopify Plus plan.

This is a Shopify limitation.

If your store is on a lower plan, you can still add the app block to the Order Status and Thank You pages instead. For a step-by-step guide on how to do this, see this guide.