Missing ESIM option on my iPhone XR

Assuming for now that it’s not a Chinese-market device …

Check your phone for it’s IMEI and IMEI2 as described below:

Find the serial number, EID, or IMEI on your iPhone, iPad, or iPod touch - Apple Support

On a provisioned phone, entering *#06# in the dialer may also display the info (carrier dependent).

Then contact your carrier.

If the phone was meant for the Hong Kong, China or Maccau regions, it won't have an eSIM option.

Where did you purchase your phone and what model is it?

If the phone is for Hong Kong, China or Macau areas, it will not have an eSIM option.

There is no need to repeat what has already been said.