I've submitted here rather than bug-reports because it is much more likely that this is a simple User Error than an actual bug.
Thanks for any help!
EDIT: Also, if I double click the blank space in the Campaign Menu, I get a CTD with the "Unexpected Error Has Occurred" text. I was testing if the option was just invisible when I found this.
Info:
Running in a non-default install path, on a different harddrive.
Tried both minimum and maximum UI scaling, incase the option was offscreen
Windows 7 64 bit,
Installer version 0.11.22
Both Fullscreen and Windowed tested
No visible graphical glitches
Screenshots are attached in the spoiler tags:
Main Menu
Options Menu
Campaign Menu