Are you using a second local display? If so, the option will not appear on the top right corner but in the bottom corner, see picture below (I am sorry for the blurriness). I see this is not Patrik’s issue.
However, the option will not appear at all if one of the Microsoft* Virtual WiFi Miniport adapters is disabled, you may need to enable “Show hidden devices” in Device Manager's View menu in order to see them.
Please also check one possible solution by Kammmo, here: https://communities.intel.com/message/214964#214964
