I did quick test on my board and it works as expected - I can enable CSEc by "Initial Firmware", then the CSEc works as expected and then I can reset the device by "Reset Firmware". But I noticed one difference: using the same configuration, DEPART is set 0x04 by the firmware. If I click on "Create Partition Code" in the tool, it is also showing 0x04:

But your screenshot shows that the DEPART is 0x08. It looks like the device is already partitioned but CSEc is not enabled.
I can see it's not explicitly mentioned in the user manual of the tool, but I supposed that it expects that the partition is not set when running "Initial Firmware".
I would try to create RAM project and just run FLASH_DRV_EraseAllBlockUnsecure command. Not just FLASH_DRV_EraseAllBlock command because then it would be necessary to program flash configuration field to unsecured state.
I believe that it will work as expected after such mass erase.
Regards,
Lukas