Please provide a screenshots of the Account Overview or Edit Profile pages? We can see what's really going on using those. It will really help if we have visuals :)
It might be that your account is also Facebook-created. Please see my reply to another user on this discussion. Hope it helps.
Thanks and regards,
This option is only available for Spotify accounts created directly using the Spotify website. If an account is created using Facebook, some options will not really show.
For more information, please see my other replies to several other users in this discussion :)
Hope this helps.