The most likely cause of that is that you are logged in as a JIRA Administrator, rather than a JIRA System Administrator. Could you check that? (Look in global permissions for the different groups and check what groups your account is in)
That suggests that either you are still not a system admin, or that the incoming email facility has been disabled (by command line switch or turning off a module somewhere)
Have a look in the system information page for the command line parameters you're running with and disabled add-ons/modules
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