ask support. it might be off by default in sandboxes.
There is a general tendency from Marketo provisioning to forget to provision in sandboxes options that you get in the prod. I very often have issues with API, CRM connectors, ...
The support is useless and always answers that they are not in charge of this.
Honestly I am really tired of this, it happens all the time and we waste time and project delays simply because of this. I just had another case this morning, which is why I a little upset.
Just go directly to you Customer Account Manager, you will save time.