Change media kind of multiple items not working
If your method does not work it could be the one of the selected  MP3 files (that you are trying to Join in to Audiobook) is not plain spoken word but contains music elements.

I recommend you use the conversion method or find out which MP3 file is the problem.

In this method, you can create audiobook from MP3 files. 

As a mp3 to audiobook converter, iTunes is great. Even though the created audiobook files are deleted from iTunes library, you can import them from local into iTunes or other players with audiobook features. And there is no need to operate on the original MP3 file again as long as you have stored the created M4B audiobook files.

Follow the instructions here ...