Going back in the versions, this step even shows being available on Tokyo and I don't think you are on an earlier version, but you haven't shared that information.
Also: what kind of instance are you working on? PDI's have less possibilities related to PI than client instances. If you are on a client instance: check if all plugins are activated that you need.
If this is all OK, go to NowSupport where they have access to your instance (if it's a client instance) and can tell you what (if anything) you are missing or what else you need to do. We can't look inside your instance.
