So you are saying the linking must be active before you have the unlink option available? I don't think so.
First of all, that's a document level preference, so it should have already been set, and second, you can unset linking for a document that has missing linked files and still have unlink in the menu (see capture).
I think something else is at play, but I don't know what. It can't hurt to eanble Linking, though, if it isn't, to test.
Peter