Thank you for using Apple Support Communities
I found this bit of info about the way Nike+ works on the iPhone and iPod Touches versus the way it works with other model iPods.
Your iPod touch or iPhone 3GS or later wirelessly sends workout data to nikeplus.com from wherever you are on the road. So right after your run, you can track your progress and analyze your performance. If you walk or run with iPod nano, workout data is sent to nikeplus.com when you connect it to your Mac or PC.
The option in iTunes only appears if you are not using an iPod Touch or iPhone.
All the best,