I can't seem to find the option "Enhanced Auth Dialog" like the docs suggest, it's simply not listed under "Advanced" do I need to configure anything else in my app settings to get this option available?

It is turned on automatically as stated here:
On February 1, 2012, all apps will be enabled for the improved dialog, but those that haven’t fully configured their dialog can disable the setting in the Developer App until February 15, at which time it will be turned on for all apps.
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