I have tried this in IE & Chrome on multiple SP lists (O365 only). When I open a list & select either PowerApps > 'Customize Forms' or 'Create an app' PowerApps opens in the browser [https://create.powerapps.com/studio/#] but it opens to the initial New screen, nothing is created. The same thing happens if I go to a record in a list, select Edit All, and then select 'Customize', it just stops at that initial 'Start with your data / Start with a blank canvas screen'.
Is there something configured incorrectly in my tenant? I am a SharePoint Admin & I can create custom apps in PowerApps from SP but I can't seem to get to PowerApps from within SP?? I do not have the full client of PowerApps installed as it sounded like everything should work from the browser.