I just made the switch to GraphineOS and installed on a new Pixel 9. I'm trying to use the swipe lock, but it just keep cycling through the same two menus to select a lock. Any help would be greatly appreciated. Thank you for your time and help.

Swipe lock has intentionally been removed on GrapheneOS due to security flaws:

We aren't going to be adding pattern unlock to GrapheneOS. It was removed intentionally as it is not reasonably secure.

source: https://discuss.grapheneos.org/d/28-feature-request-numerous-points-screen-lock-pattern

and

Pattern Unlocks are objectively insecure and leaving insecure elements in the system of the OS is antithetical to the scope and aims of the project.

source: https://discuss.grapheneos.org/d/1767-is-there-an-option-to-use-pattern-for-screen-unlock/4

If you're interested, maybe you want to give this paper a read:

Cracking Android Pattern Lock in Five Attempts
https://www.ndss-symposium.org/wp-content/uploads/2017/09/ndss2017_03A-5_Ye_paper.pdf