I didn't realize it, but you're right, they removed the UI option. And that's probably a good idea, because anybody who isn't capable of turning that on with the Terminal probably shouldn't. It's a good bit of security. And you don't even need to change that option to run non-signed apps anyway, since you can always right-click the app and select Open and it will allow you (after a warning) to launch it anyway even though it is unsigned (and IIRC it only warns you for quarantined apps, so once you've launched it this way you can launch it normally afterwards).