RPi 3 B+ set Wi-Fi country on localisation tab

Im trying to setup my pi to connect to my wifi network (currently tethering pi over ethernet to my windows box), but I seem to be unable to do this. I have set my wifi country as suggested but to no avail.

wpa_supplicant.conf looks like this

country=BE
ctrl_interface=DIR=/var/run/wpa_supplicant GROUP=netdev
update_config=1

network={
    ssid="mySSID"
    psk="myPass"
}

ip addr output

1: lo: <LOOPBACK,UP,LOWER_UP> mtu 65536 qdisc noqueue state UNKNOWN group defaul             t qlen 1000
    link/loopback 00:00:00:00:00:00 brd 00:00:00:00:00:00
    inet 127.0.0.1/8 scope host lo
       valid_lft forever preferred_lft forever
    inet6 ::1/128 scope host
       valid_lft forever preferred_lft forever
2: eth0: <BROADCAST,MULTICAST,UP,LOWER_UP> mtu 1500 qdisc pfifo_fast state UP gr             oup default qlen 1000
    link/ether b8:27:eb:e7:50:ec brd ff:ff:ff:ff:ff:ff
    inet 192.168.137.2/24 brd 192.168.137.255 scope global eth0
       valid_lft forever preferred_lft forever
    inet6 fe80::4324:f614:1571:cc22/64 scope link
       valid_lft forever preferred_lft forever
3: wlan0: <NO-CARRIER,BROADCAST,MULTICAST,UP> mtu 1500 qdisc pfifo_fast state DO             WN group default qlen 1000
    link/ether b8:27:eb:b2:05:b9 brd ff:ff:ff:ff:ff:ff

Raspberry-Start-Icon/Preferences/Raspberry Pi Configuration
    Localisation-tab/
        WiFi Country/ Set WiFi Country
        # I selected my country