According to this guide http://docs.magento.com/m2/ee/user_guide/marketing/google-tag-manager.html there should be some options in magento2 2.2.2 to choose google tag manager instead of just google analytics, but in my Magento 2.2.2, I can only choose Google analytics, under store->configuration->sales->Google API->Analytics I guess I need to install some additional feature, since I upgraded from 2.1.9 to 2.2.2?
Do you have Enterprise Version or Community/Open Source version of Magento? Tag Manager is available in Enterprise version of Magento only. Here is the URL for Open source version of Magento.
GTM is only available on Magento Enteprise not community version hence you might not be able to see GTM in your Magento 2 admin panel.
I have created a FREE module which provides the feature to add Google Tag Manager on Magento 2.x.
Here's the link of the module: https://marketplace.magento.com/chapagain-googletagmanager2.html