Right, it should go on line 9, which is Insurance.  But the issue is in ProConnect, the Insurance field says "Insurance (except PMI)".  So the question is why does is say that?

I have a theory. There was a period of time when the IRS had a mistake in their FAQ that said that PMI is not deductible for rental properties. That was wrong, and they later corrected it. But it's possible that the authors of ProConnect/Lacerte saw that FAQ but never saw the correction, so they never updated the software to remove that "except PMI" label.

I asked ProConnect support about it, and they're going to look into it.