You have to have an alternate tuning selected first. The default tuning, which is equal temperament, is not editable. First, choose a new tuning by hitting Global and going to #21, "Alt Tunings", then select one of the tunings #2 - #17. Then, hit Global again to get out of the menu. After that, holding down "MISC PARAMS" and tapping "Global" will bring up the tuning menu. Hit Global again to get out of it.
Note that there is a bug in this menu that won't let you choose a value higher than 100 for the coarse and fine tuning, even though both of them can go up to 127 when programmed via sysex. Hopefully this will be fixed at some point.