It depends on where you're hosted. Certain cloud providers used by Mendix don't support ip filtering due to the load balancers that those providers have implemented.
The only datacenter where we currently offer this feature in the cloud portal is Amsterdam (I'm assuming you're hosted either in the UK or the US?)
If you don't mind being hosted in NL (the latency between UK and NL is actually fine), you can file a ticket to have your app moved and you'll be able to use this feature.