Macbook Pro Laptop has no Anywhere option in Security & Privacy??

Hello all, I am trying to figure out why I am not able to select the option to allow apps downloaded from Anywhere when I open System Preferences > Security & Privacy??

I makes me login to make changes, but the option Anywhere is no longer available.

The only choices provided are to allow apps from App Store / App store and Identified Developers now, neither of which is what I am looking for.

I am confused what has changed here, as it used to offer a choice to open apps downloaded from Anywhere before, but that seems to have been removed somehow....

Can someone explain to me how / why this occurred please, and Thanks in advance??