I'm guessing also the Monks Mound, which is a wonder, has already been built by another civ, which would explain why you don't see it as a build option.
It could be either build by someone else, or there is no valid tile for it to be placed on. It looks like it has to be placed next to a river, so if you settlement doesn't have any open tile next to a river, it won't be listed. I believe that is based on the current city radius, too, so it doesn't count potential tiles outside of your city borders.