Maybe a better way to approach your situation is to tell us what you are trying to accomplish, not what you are trying to configure - yes?
In meantime, I will try to do some checking on Port-Level security features on MX. BTW, what exact MX HW and SW are you using? This could well be related to what you are seeing. For example, IF Port-Level security features are support on MX, there would 1) need to min SW level (looks like 14.1R1 except for latest MX models) and 2) I doubt very much this support is there on say DPC modules.