Everything is fine on my side with the student version.
1). Could you open and check an example for the coupling of Maxwell and Icepak? It is C:\Program Files\AnsysEM\Ansys Student\v222\Win64\Examples\Icepak\Coil_Plate.aedt
2). Please save the model to a local drive, not OneDrive or Network drive. Please do not use Document because it could be synced with OneDrive.
3). When adding EM loss for selected object, I select “use this project” and interactive mode is grayed out. Could you try to select interactive mode?