It has disappeared due to VASSAL changes. We are working with the VASSAL folks to bring it back. That should happen when VASSAL3.7.0 is officially released.
Or (under Windows) open AppData\Roaming\VASSAL\prefs\VASL in a text editor and change the line "markMoved=true" (or false, if you don't want them marked). In my prefs, it's line 81, between "initialHeap" and "matchAdvanced". I'm not sure where the prefs files are placed under other OSes.