Yeah, that's what makes me think the trial version linked to above isn't the full version. The other possibility is that Sion needs to be unlocked through the incomprehensible and totally buggy "story mode," but since you also can't choose the twins, Len, Akiha, or Saber (F/SN), even though they're all on the character select screen, I don't think that's the case. I can take a few screenshots, but I don't think it would help any.