I know this thread is years old, but I had the same issue on a recently acquired second hand EOS M5, and this is how I fixed it.

Transpires that on the M5 when you select a drive mode other than single shot the image review is automatically disabled, and the option in the set-up menu becomes greyed out to the setting of OFF as well.

Switching back to single shot is the only way to have automatic image reviews and to make set-up changes to the image review options from the main menu.

This operational "feature" is not mentioned in the manual nore could I find any reference through numerous google searches (this posting being the most relevant). As this does not happen for the optical EOS brethren such as the EOS 7D mkii for example, it had me stumped for a little while, this only being complicated by the fact that I'd been going through the set-up menus and thought I'd inadvertently disabled it somehow.

I'm posting this here so hopefully others with the same issue may find a quicker resolution to this "feature" than I did.

Aslo for those that do not know, while reviewing an image in playback mode pressing the Menu button will give you further playpack menu options (5 tabs worth on the M5).

Cheers Spud