Question
Why the option to create new task list cannot be found within the Workflow settings window with Nintex 2010?
Answer
This option to create a new task list is not available from the Workflow settings window on Nintex 2010. You will need to create the task list in SharePoint then make the connection from the Workflow settings window.
Additional Information
The option to create new task list from the workflow settings window is available with Nintex 2013 and 2016.