When I did the latest 4.1 upgrade then the Greeinpois0n JB I wasn't given that option either. I was given the option on the 4.01 JB. I no longer have any of the SHSH's listed as "on file" in Cydia as I did before. I did save them using TU but wondered what happened to the Cydia option.
Your blobs are tied to your ECID and cydia only asks once. Once it stores you ECID it will continue store your SHSH blobs for all future firmwares until the end of time or the server is bombed by Apple, whichever happen first.
When the server gets bombarded, like it does with the release of every new jailbreak, Saurik turns off the blob check for your device. It lets Cydia keep up with high loads better.
Once things settle down, you'll see them pop back up.