Screenshots below are from build 4.2.1 however I upgraded to 4.3 today and found it’s indeed missing in that build 
://i.imgur/fT6xgcr.png
://i.imgur/PfLJRUP.png
Even in 4.2.1 this option is only available in BSP brushes and not static meshes. Even for BSPs this feature was not useful at all because the brush would reset to default pivot/scale/loc/rotation the moment you change even a single brush attribute in the details panel.
Hope someone can clarify whether being able to save pivots is on the cards at all!