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.
Please mark any helpful or correct solutions as such. That helps others find their solutions.
Mark
