(This is only an explanation rather than a solution to your problem.)
First, Compile on Save is an option which is set or unset at the individual project level, rather than at the global level. So for a NetBeans Gradle project, select Properties > Build > Compile to view the setting for the Compile on Save checkbox. For that checkbox, note that:
The problem persists in the latest beta of NetBeans 11.2.
I don't see a bug report for this issue, so perhaps you can raise one? Click the Log In button to sign up first if necessary.
That said, there is a related issue which may explain why the check box cannot be enabled. See closed bug NETBEANS-680 Erroneous Gradle Compile-on-Save activity which relates to Gradle projects using version 9.0 of NetBeans. Apparently there were spurious and unwanted compile-on-save runs being triggered even though Compile on Save was unchecked. Perhaps the feature has been deliberately disabled for Gradle projects because of that issue, though that is just speculation on my part.
Also see the GitHub page for the Gradle plugin. Comments from the NetBeans team for NETBEANS-680 suggest that the problem was with the plugin rather than NetBeans. That said, if NetBeans is offering functionality that cannot be enabled (i.e Compile on Save), it is definitely a NetBeans issue regardless of the underlying cause.
Finally, note that you can configure the Gradle plugin using Tools > Options > Java > Gradle, but I dodn't see any options there that would help with this issue.