Thank you for the information. We have found the cause and fixed it in 4.1.26-beta. If you select multiple attachments and try to create skin placeholders, it seems to show a blank dialogue like the screenshot you attached.
As a workaround in 4.0, if you accidentally try to create skin placeholders with multiple attachments selected, click the OK button to close the dialogue, and then select only one attachment to create it again.
The UI scale setting of Spine was not related to this problem, but for your information, you can find it in the Settings…
-> User Interface
-> Interface scale
: Settings - Spine User Guide: User interface