I've enabled it but do not see any changes, (using solo theme)
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Clear browser cache, click on nostr-login banner on the left of the page, click Get started - should show Nstart modal.
Ah, OK. That was always there even without setting. Your talking about this 

It's always there, and you can click on it and will see a signup modal. Before the setting, that modal asked for username and then created the profile. With the setting, there is now "Get started" button instead, which will then launch Nstart modal right on your site.