When no partition table exists MBR is used by default, even if the disk is greater than 2TB. This is an Alt-F compatibility "bug", as greater then 2TB disks were not common five years ago and most motherboards didn't support GPT yet.
I believe that proceeding and creating a 2TB MBR partitioning (with some unused disk space) would succeed, and afterwards converting it to GPT would also succeed, but I'm not sure.
The Disk Wizard should not have such issues, as, in contrast to the Disk Partitioner, it does not tries to preserve the existing disk partition table.
For greater than 2TB disks some disk enclosures, depending on its maker/model, can lie and report two disks instead.