I chose the Scholar background for my character which allows me to choose Arcana, Nature, Occultism or Religion to be trained in, and it grants Assurance with which ever skill you train. I don’t see an option to choose this skill training or to choose which skill gets assurance.
Update: It appears that it chooses Arcana by default, and that there is no way to change this choice.
Thanks for reporting this! We’re still working through all of the feats and backgrounds in the builder, but I’ll make sure this one gets on our to-do list! 
This should be resolved now.