If you are sure that it is missing (have scrolled all the way down and confirmed that the Continue Watching section just didn't move further down the screen) then a couple of options.
First, try Removing the Roku Channel, Restarting the Roku device, and then Reinstalling the Roku Channel in that order.
Second, there is another Continue Watching available on the Home Screen menu "What to Watch" section. If you do not see the What to Watch, you may have to enable it from your Settings.
Settings/Home Screen/What to Watch/[Show]
To remove a channel/app, just highlight it and press * button on your Roku remote, and select "Remove Channel". Just remember to restart your Roku device between the removal and reinstalling of any channel to clear the cache and ensure a clean channel install.
If still having issues, post back with Roku model number and Software build. Both found in Settings/System/About.
Roku Community Streaming Expert
Just another Roku user... I am not a Roku employee.
Insignia RokuTV, Ultra 4660, Premiere+ 3921, Express 4k+ 3941, Streambar 9102