Some user forgot the select the Make Offline Available option when he left the office using a VPN connection.
1. Make sure you have connected to the domain using a VPN client.
2. Once Connected right click the folder that you want to sync. And choose Always Available Offline.
But when the option is NOT Available in the shortcut menu.
3. Just press the button Work Offline.
And the option will come available, that’s it.
Sometimes the solution is right in front of your eyes
PS : See here for the Windows 10 Solution