Check your records or your brokerage portal for a second 1099-R for $4,800.
Usually, when you withhold taxes, brokers issue two forms: one for the money that went into the Roth ($4,800) and one for the money that went to the the IRS ($1,200). TurboTax isn't generating Form 8606 because the form you entered shows $0 actually reached the Roth IRA—it was all withheld for taxes.
If you are under 59½, that $1,200 withholding is considered an 'early distribution' and will likely trigger a 10% penalty, even if the conversion itself is tax-free. If you find the second 1099-R for $4,800 and enter it, TurboTax will then ask the conversion questions and generate Form 8606.