The info says your site language needs to be set to English (US) for this to work - is it? https://support.squarespace.com/hc/en-us/articles/12131658984717?platform=v6&websiteId=53e5b04ae4b07d0e4c490c41
It may be that they are only doing this for the US at the moment (which would not be a surprise, as they are very US-centric). I'm in Canada but my currency is set in the US so I have been able to set up a US feed through Google Merchant crawl directly, and am not sure if going through Squarespace instead will be possible or even be advisable. It doesn't look like they allow for adding any attributes or excluding some products, so how is this better?