Creating a Jenkins Slave via Java Web Start

Ok, I found it myself!

In the Global Security, I didn't have a TCP port for JNLP agents enabled, which automatically disables the line "Launch agent via Java Web Start"

As mentioned here:

Manage Jenkins => Configure Global Security => Enable security => TCP port for JNLP agents Set it to either Fixed (for this option also set the port number) or Random.

Manage Jenkins => Configure Global Security => Enable security => TCP port for JNLP agents Set it to either Fixed (for this option also set the port number) or Random.