How can tennis not be an activity. Very frustrating. I want to save tennis as an activity. I play 3-5 times a week. Would like to push upper button and have it appear

Tennis is an activity, but your watch doesn't have it and it is very unlikely that you will get it added to your watch. What you buy is what you get is most often the case. Some of the top watches have got updates with new activity types but it is a quite rare occasion.

Track your activity as another type and then in the app or the web change to "Tennis". I got an activity "Other" that I use for activities that are not supported by my watch.

You can also use an app from Connect IQ:

[Any Activity]

[There are many tennis apps]. I don't play tennis and haven't tested any so I can't recommend one. Just install a few and test them.