Nikon removed the DoF preview button on the entry-level cameras dating all the way back to the D40. The D40/X, D50, D60, D3000, D3100, D3200, D5000, D5100, all of these lack DoF preview. As a matter of fact it's not even an option to set to the Fn. button.
My best guess as to why the DoF preview is gone is that most people using entry-level cameras wouldn't use it. They would take a picture and look at the screen to judge DoF. Personally, I like DoF Preview and I use it all the time.
On Nikon's current lineup only the D90 and higher have DoF Preview options.