SIP Direct Media Missing

I was looking to turn on the SIP direct media feature and I see that it is missing? Perhaps it has been moved?

The list you are showing is the list of local ports of the router.
As the router does not have SIP service, there is no port for that.
(of course it would be possible to provide SIP PBX service in the router, but it isn’t there)

Maybe you are looking for the SIP ALG in the Firewall?
It is under Firewall->Service ports.

Ah ok, thanks. This page makes it appear that SIP direct media is under that screen: https://wiki.mikrotik.com/wiki/Manual:IP/Services

Nope. Check the page carefully.
SIP is under:
Service Ports
Sub-menu: /ip firewall service-port