I also didn't notice the Gwent difficulty at first time, but then I found it.
First of all you should start a game from a save and then go to Options - Gameplay - Gwent Difficulty Level.
If you try it in the Menu you wouldn't see it.
CDPR already officially stated that the Missing Gwent Card indicator is not in the current patches and hasn't been released yet.
They only have it running on their dev / test version of the game and will release it for us in a later patch.
Apparently they just forgot to remove the reference to it from the current patch release notes.