As the user above me said, Counter Strike 1.6 is too old to work with that Windows game recording feature. You should try OBS Studio, Camtasia, or any other alternative to these apps. These two programs work regardless of how old the target game is.
Another thing you can do is to try a non-Steam version of CS 1.6, but I don't know if it makes any difference when you try to record gameplay with the Xbox game bar.
You can find Camtasia and OBS on https://digitalrelated.com
For nonsteam CS 1.6 try torrent, but be careful to not get viruses.