I got to 70 and decided to return to Shadowlands to pick a covenant for transmog purposes. I completed the campaign on another character. I have gone through the covenant quests on several characters. But on this character, I can’t pick a covenant. The option is just not there. Note: On this character, I completed the Bastion campaign.
So when you talk to Roh-Tahl there’s no skip option?
No option.
For some reason the skip isn’t always available. I’m not sure it’s been determined what exactly causes it to bug out and not show up. (Although having started the Shadowlands campaign before Dragonflight launched seems to be one potential cause.)
Unfortunately, I haven’t heard of any workarounds, so you’ll probably have to complete the campaign on the character in question.