MS has been gradually stripping all such feature from Visio for quite some time now - going back to at least 2005. Visio was once a GREAT modeling tool. Sadly, no more. It seem this is meant to drive you to Visual Studio Ultimate.
It feeds my ever growing reluctance to trust in MS tools and products. Here today. Gone or crippled tomorrow.
While we're on this subject. Have you tried using Visio 20013? There is a bewildering "Feature" that attempts to guess what you are doing. When creating a flow chart I dropped a new object and all my lines were incoherently rerouted... Undo! Undo! Ahhh!!! Turned that "Feature" off. Ditto for the other Office 2013 products. First thing, find and turn off all the "try to guess what I am doing" "features". Whew!! Does ANYONE really find this useful? <end rant>.