@Noyon Chandra Das Thank you for reaching out to us, As I understand you have purchased defender for servers plan 2 option and able to save except File Integrity and Monitoring settings.
Would suggest to review this blog - https://www.thatlazyadmin.com/2024/10/02/implementing-file-integrity-monitoring-fim-in-a-cloud-environment-with-microsoft-defender/ which explains how to leverage/enable this functionality in your environment.
Let me know if this information helps or feel free to post back.