I haven't witnessed it myself, but I did read that MMS option was enbaled by default on OS 3.1, though still not working with AT&T...if that's the case, i'm not sure why you don't see it
Despite what others have said in other threads, OS 3.1 has nothing to do with enabling MMS. MMS is already enabled by OS 3.0, but in the U.S., AT&T has kept us from using it.