APN setting is missing on Nexus 5 bought from US
It seems the problem is related to GSM/CDMA network. As you bought the phone in US which uses CDMA networks, I kind of believe that the default setting is to use LTE/CDMA network.

You can change the preferred network type by:


Dial *#*#4636#*#* (i.e. *#*#INFO#*#*)
Select Phone info
Scroll down to Set preferred network type
Select the one with GSM (e.g. LTE/GSM auto (PRL))


In case it's already selected, select any, and select it back.

Reboot the phone, and the APN setting should be back.


Source: Cyanogenmod forum.