You can sign an address using legacy address on Electrum. You can also see that on the thread let me quote it.
Electrum can sign with legacy addresses and those signatures can be verified by other wallet software because there's a standard behind it. But when it comes to non-legacy addresses there is no standard signature format so electrum generated signatures can't be verified by other wallet software.
Abdussamad is absolutely correct.
Edit:
Here is an example, I have just signed it on Electrum using legacy address generated on a BIP39 wallet but imported into Electrum:
Warning: Do not display your address publicly, for your own privacy.