A bank account has not been set up for the vendor

I am trying to create a NACHA payment file for a vendor.  I have setup the routing & account number for this bank and a bank statement name in the company bank account.  I created a method of payment called ACH and chose electronic payment as the type.  In the setup of the method of payment I inserted NACHA (US) into the export and chose this as the export format.  I added a routing and account number to the vendor bank account.

I chose the default bank account in the legal entity and added the routing number.  But I get the above error when creating a vendor payment journal with this method of payment and trying to generate the file.