Hello there 1994goodyear,
Thanks for joining us in Apple Support Communities! We understand you're asking about the available options for what Safari opens with in General Preferences. We're glad you're here, and we can help.
"Choose how each Safari session starts: with a new window, a new private window, all the windows from your last session, or all the non-private windows from your last session."
With that said, the options you're seeing are expected and nothing appears to be missing. Have a look at this link to learn more:
Change General preferences in Safari on Mac
We hope this provides some clarity. Let us know if you have any more questions.
Cheers!