According to the document here: https://docs.sentry.io/workflow/integrations/global-integrations/jira-server/, integration with jira should be an easy process. I have the jira plugins installed (jira and jira connect) but neither of these gives the options for linking to jira via application link as described in the document.
Are you sure this kind of integration is available in 9.0.0?
The documentation you’ve linked to is not how I use on-premise Sentry with JIRA: I have to configure it for each project, and use a dedicated Sentry user in JIRA.