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Yes, I see what you mean.
When using Flags in the TurboTax Desktop version, the flag can work on the "Investment Income" "Stocks, Cryptocurrency, Mutual Funds, Bonds, Other" section but not any individual screens in that section. (not for the particular 1099-B entry screen)
As you may have noticed, the Investment section has been redesigned this year, so I am not sure if individual screen will be updated so they can be flagged, but as of now I see the flag only working for the general section.

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