Did you click on the box to tell them to send it to you?  The screen says they will send it to you, but it doesn't do it automatically.  You have to actually tell them you want it.

Yes I did.

Have you checked your spam?

Spam, nothing

 I do find that so annoying. The first time I logged in after that addition, I sat there for a bit looking for the code, before seeing the stupid little not obvious clickable link that says send me the code.  

I did not get my 6-digit code until 28 hours later.  Of course, it was no good.  Then, I tried again and have still not received a day later...