That is curious, my number does show correctly in that field. Maybe it will populate eventually? I see that you're connected to an Edge network (old-school), and your Mobile Network State is "Disconnected" (mine is LTE:14 and Connected) I wonder if that has anything to do with it.
BTW, if you just want to display your number on the phone, you might consider putting it in the Owner Information field (under Lock Screen in settings).