After a long week of three multi-year test leagues, I finally got it in a mode to create the box scores
and allow me to see them.
I think I have found the reason I couldn't get box scores.
I went into the Almanac profile and selected "complete almanac" and now get the box scores.
I am not sure, but it seems "complete almanac" is not the default setting.
My game was set to "online league reports". Apparently you can't save the box scores in this mode.
The next time I create a league, I will check to see what the default setting is.
Now at long last, I can create my ultimate baseball league.