I have a few possible ideas
1) If you have ever had BES or presently have BES activated on the Blackberry you will automatically loose the "Setup Internet Email" icon.
2) Have you ever tried to complete an Enterprise Activation? This too would remove the icon.
If you need that icon back - contact T-Mobile and have them re-provision that service to your Blackberry. But again, if you are running BES - I dont think you can do both...(im not 100% sure).