I've just tried this with a brand new VB6 ActiveX dll project and you're right that the unattended exectution box is grayed-out after a form is added, but the box is enabled again as soon as the form is removed.
The project was as simple as you can get - a single class and a single form, so I don't know if there are any other elements in your project that will keep the check box grayed out.
Update:
I've just tried this the other way round. I enabled unattended execution to see what I then cannot add to the project. This includes:
- Form
- User Control
- Property Page
- User Document
- Data Report
- Components (Ctrl-T)