I'm admin of an instance and wanted to make myself moderator of some communities, because admins can't change banners and icons in communities for some reason. Admins also can't make themselves mods of communities on their instance.
The workaround was create an account, use your main account to make that account a moderator, log back in to that account and then make your main account a moderator.
The options only show up if you make a post (or maybe a comment) in the community you want to moderate/leave.