You should definitely have S+ and Race in the 63. They should show up on the center display when on the AMG DYNAMIC SELCT screen. However, there's a level of customization now. I know you can change the order of the modes by dragging them around. I've seen that demonstrated, so you can have them in your preferred order, rather than the default C, S, S+, Race order. Not sure if you can also remove/hide modes that you never use. You may wanna factory reset MBUX to get everything back to the factory settings and then verify S+ is showing up. If S+ is still missing after a factory reset, then there's definitely an issue. I do vaguely remember somebody else having issues with this. It was another model, though, but they were missing modes and it turned out to be coding issue from the factory or something.
FWIW, my '19 C63S coupe had three service campaigns, because the AMG Drive Unit was coded incorrectly at the factory, so this does happen. I didn't notice anything specifically, but apparently things weren't adjusted as they should when changing drive modes, causing noise coming from the dynamic engine mounts and electronic differential. I did have a feeling during my European Delivery trip that the car wasn't quite setup right and it definitely drives much better now after all the updates than it did at first.