This is because, in EcoStruxure Control Expert Ethernet/IP and Modbus over TCP devices are segregated by type of protocol.
Select "Modbus Over TCP" as Protocol Type from drop down list and then select "Modbus Device" DTM from the list as shown in below picture.
Select "Modbus Over TCP" as Protocol Type from drop down list and then select "Modbus Device" DTM from the list as shown in below picture.