You can manually attach to the Jupynium server and the option will be shown. Use :JupyniumAttachToServer

To explain, in order to understand the tab from firefox, your new neovim instance needs to be attached to Jupynium first. Without this, you will only see limited options such as attaching to the server.
You can configure this in your own way by calling that command during neovim startup, which I don't recommend because it will cause some delay during startup. But you can still make your own command that does this two automatically sequentially.

Oh, I'm really sorry, I forgot to connect, the actual error is "Failed to load from ipynb tab"

However, if I created a file, it works. I.e: the nvim can not connects or connects & sync if I didn't open a file through nvim