A causeway needs to be connected to a straight line of water coast somewhere on the map. A basic Medium Stepped Pyramid does not have a causeway, so either you are referring to the wrong monument or there's a map feature which is preventing the footprint from being placed down, such as an animal spawn point, sand dunes or rocks.

I do believe there is a bug which shows a full green footprint when the monument is placed over sand dunes, which gives the illusion there is nothing wrong even though the dunes are in the way. Try moving the footprint around until it's placed.