When I got my Lumia 920, it didn't have the Portico update... yet. So, I updated it way back in April and saw all the added features... I had 4G! Which was great.
Then, something happened and my phone did resets and I had to bring it to Nokia Care.
They did a few software ticks and... I lost my 4G option. What gives?
They may have put a different rom on your phone? Check to see what you have in the "About" and "Extras", if you have a CV_GB variant rom it does not have 4G support (yet)!