"Secure Empty Trash" is no longer available for sound reasons, not the least of which is that it could not guarantee what its name implied.
Sensitive files ought to be considered sensitive from creation through deletion and everything in between. A document or file does not suddenly become sensitive the moment you decide to delete it.
If you are working with sensitive files whose content must be secure from unauthorized access, use FileVault.
"Delete Immediately" accomplishes the exact same thing as moving an item to the Trash and emptying the Trash, except it deletes only that one item immediately and not the entire Trash folder. It's not the same that "secure empty trash" was, which invoked srm – and all its limitations.