You need to update the BIOS to a newer version. I had the same issue, the UEFI option is available from v. 1.7+ I believe.
Though this means you lose the patch. I haven't been able to patch the BIOS above 1.4
[Succes] MSI Z77A-G45 Clover Install
Congrats on your build.
A quick question, how did you patch your BIOS? What tool did you use?
I have a MSI Z77MA-G45, and have used CodeRush's UEFIpatch (https://github.com/LongSoft/UEFITool) - but i keep having issues with power management and sleep.