Before the node interacts with the LNS, it can only operate with the information that it has. Since you are using EU868, this means it supports at least the 3x default channels (868.1, 868.3 and 868.5MHz) and you will probably see the JOIN REQUEST appearing on these channels.
Network server configuration: this allows you to define additional channels, alongside the fixed channels for your region.
I recall that channels mentioned in “gateway profile” do something else: Gateway-profile enabled channels / LoRa Server extra channels - ChirpStack Network Server - ChirpStack Community Forum
Looks like it is for configuring the channels supported by the gateway. When the channels are configured manually via local_conf.json etc (i.e. the classic Semtech UDP Packet Forwarder is used), this section has no effect.
As for the CFList not appearing: I’m not sure why it didn’t appear for you, if the LNS was configured correctly to support additional channels.