Hi Dirk,
I notice that you said you used Visio 2010 professional, but based on your image, I suppose that you might use Visio 2010 Standard. Do you mind going to Control Panel\Programs\Programs and Features, and checking the version of Visio?
If you use Visio Standard, it's normal as it's not included. We'll need at least Visio Professional and Premium 2010.
http://blogs.msdn.com/b/visio/archive/2010/04/09/visio-2010-editions.aspx
If you have used Visio 2010 professional, this issue may be caused by Visio Professional 2010 did not install completely, we may try to re-launch the installer with this site:
https://products.office.com/en-us/download-back-up-restore-microsoft-office-products?legRedir=true&CorrelationId=e343e3e5-ff23-4d2d-b993-6c6f427a2164
Regards,
George Zhao
TechNet Community Support