In order for the link to your data protection page to appear, it is important that it is entered once into the system.
In the CMS, you will find the fields "Website" and "Privacy Policy link" under Hotel / Account data.
Here you have to enter the link to your website and to your privacy policy page once.
The "https://" must not be missing!
Users will then find the link to your privacy page in the last step when they submit a request/registration for the experience: