How to install persistence on SD Cards?

Description

I am able to install Tails ISO on an SD card and successfully boot into Tails. However, I am encountering issues when trying to set up persistence on the SD card.

Steps to Reproduce

1. Download the Tails ISO from the official website.
2. Verify and flash to SD card with dd
3. Boot the computer from the SD card with legacy BIOS not UEFI selected
4. Select to create persistent storage

Actual Result

The persistent storage setup fails to find removable media and throws an error

Expected Result

Creating persistent volume like on USB

On https://wikileaks.org/ site it's advertised as such at the bottom of page:

Tails is a live operating system, that you can start on almost any computer from a DVD, USB stick, or SD card.