GRE tunneling option was enabled with Update Rollup 5 in SCVMM 2012 R2. But to fully enable it you had to install some update on NVGRE Gateways. I’ve predicted that such hotfix will be available soon and now it is out. You can find it here and enable the full scenario with VMM and NVGRE Gateways. Here are some of the scenarios that you can use this feature for. Documentation is for vNext but now this feature is enabled in Windows Server 2012 R2 and System Center 2012 R2.
To enable it. Download and install the hotfix on your NVGRE Gateways. Restart will be required. Make sure your SCVMM 2012 R2 server is Update Rollup 5. Refresh your gateways in VMM console -> Fabric Pane-> Networking -> Network Service -> right click Gateway and refresh. Open the properties of a gateway. Go to Provider tab. Click Test. After that for VM Network you will be able to add GRE tunnel when you have Gateway attached to that network.