Cross-staff slur from a grace note to a normal note not working?

In a piano piece, I try to place a slur from a grace note, that ties to a quarter note in the right hand, to a quarter note in the left hand using CMD-Click to select the second note as described here:

It seems this does not work. Or am I misunderstanding something or doing sth wrong?

Note selection:

Result:

(The newly set slur in the left hand is not orange…)

Input the note to which you want the slur to attach on the upper staff, then cross it to the staff below using M. You’ll need to manually adjust the shape of the slur in Engrave mode, as the default shape and placement won’t be brilliant.

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Excellent advise! Thank you, @dspreadbury !