In General > Misc. Info./Direct Deposit > Dir Dep/Elec Pymt have you entered

• Bank account information verified ✔️
• Electronic payment of tax due with extension ✔️
• Routing Transit number ########
• Depositor Account Number #######
• Type of account .... 2?

That should create the 8878

Maybe you checked the box for Electronic payment of balance due - What until you file to check that box. 

Thanks for the suggestion. I have followed the steps but still I only see the 8879 with the e-signature request. It looks like I have to manually add the 8878.

are you also checking the box in scr 9 ?  I have this checked, also efile extension checked, payment with extension checked, and get the 8878 just fine.