This is carrier specific.
Happened to me when I upgraded on O2 in the UK, got onto online chat and got them to re-enable it.
Seems like a lot of data plans are being marked up incorrectly (i.e. when you move to 4G Contracts or what have you). They just have to set the data package to 'iPhone' and then a reboot will bring the option back (moves back to the main settings screen from inside cellular).