Privacy Groups - Where are you?

I have a fresh install of D7.1 and for some strange reason, I cannot access the 'Privacy Groups' area. I can see it in the navigation builder under the 'Dashboard/Account' area. It points to the page member_privacy.php. 

Even if I try to go to this page manually, it give me an error of 'Page was not found'. Anyone else having this issue or know how to resolve it?

/administration/advanced_settings.php

Privacy Groups
Enable 'Create New Privacy Group
then it will show up

member_privacy.php

I mean really.. Really.. I am not going to post anything but a Thank You on this one. That resolved it.