What you seeing is the correct behavior. You will have all options available in PERC configuration utility either with Ctrl + R or with Device Settings option in BIOS 
Hello, I have a r230 that does not give the cntrl + r prompt to enter the raid configuration utility.  It has a h330 and s130 controller in it.  How can I fix this?  Thanks for your advice. Dave C
R230 raid configuration utility