Xbox - No option to change Mayhem Mode difficulty in Social que's?

I was told there is an option to change the Mayhem Mode setting (aka difficulty) while queuing for Circle of Slaughter or Proving Grounds in Social. I was then shown a screenshot of it from PC, and they have the option. There is no option for that on my Xbox screen.

So, is it for some reason not available on Xbox? If not, why? Please give some info on this as it is making trying to que for Circle of Slaughter a horrible time since every game I join is set to Mayhem 3 and unplayable.