I just got an update installed today and have also had the Amber update for over a week so new this update wouldn't be Amber, but this latest update doesn't appear to include this cool feature. What OS version should be showing on the phone? Mine is 8.0.10328.78 running on O2 network.
EDIT: Thanks to the link from ttsoldier just found out it is an app I need to install (reinstall actually). Going to have a cold shower, perhaps that will make me more attentive in future. lol