Here is a test screenshot of 13.02.02 creating a new 7Z archive through main PA.
As you can see the "Encrypt Filenames" option is available and can be checked when encryption is selected.
I am assuming that you might have selected the Zip format which is why the "Encrypt Filenames" option is not available.
When entering the name of your archive, please select the 7Zip format in that same dialogue just below the file name field and everything should appear as in the screenshot.
