In order to create Direct Amp Profiles a DI box is required, but not every DI box is suitable for this job.
As the DI-box has to be placed between power amplifier and speaker cabinet it needs to be capable to handle such signal levels. Some DI boxes are only suitable for line level signals. Those cannot be used.
If the DI box should offer speaker simulation or attenuation, these features need to be inactive. Some DI boxes don't allow complete deactivation. Here is a list of a few DI boxes, which are suitable to create Direct Amplifier Profiles:
Behringer® Ultra-DI DI600P
Behringer® GI100 Ultra-G
These are just a few prominent examples.