The most common reason why this option is not available in Zendesk is that the phone number is the only "identifier" or contact data item associated with the user.
Check, for example, to see if the user has an email address. If they don't then the phone number is locked.
This happens a lot for teams where agents or sales people do outbound calls from Zendesk by typing or pasting a new user number in the babelConnect app. When the agent makes the outbound call the new user is created and at that time the phone number is the only contact data item.
If you need to remove or edit the number, you can just add an email address (even a temporary one like firstname.lastname@example.org), then edit or remove the number. However, this email address will then remain there, so it is good to have a process capturing any additional user information.