I think best way to include JS and CSS files into a SharePoint Modern page is using SPFx Application Customizer.
SPFx application customizer will be loaded on all existing and newly created modern pages in SharePoint.
Downside of using Script Editor web part is you have to add the same code on each page everytime you create a new page in your site.
Application Customizer can be the better option to add script/css to Modern Page:
Inject Custom CSS on SharePoint Modern Pages using SPFx Extensions
SharePoint Online Branding Inject CSS
Script Editor Web Part can't be used in ListView Page, while Application Customizer can be used for All Modern Page.
this is a typical behavior when you're at the top site.
if you are in a sub site, go to site settings and you should see "go to top level site settings", meaning that you are in a site under the root site, and therefore can pick a different master page.
in your example, you can't inherit since you're already at the top
hope this helps