Probable because you are trying assign joystick axis in KEYS tab, need do this in AXES tab. Follow this guide:
https://www.justflight.com/support/il2-cliffs-of-dover/15e7fd7When the pop-up window say: "PRESS HOT-KEY" read this as "PRESS BUTTON/KEY or
MOVE AXIS", then move the joystick axis, when a name appear in the box hit OK.
After set all hit APPLY.
