I think that h6 is actually missing from the drop down. I am curious whether there realy is a need for more than the three anyway, or whether CSS on another element would be a better option. The html5 recommendation specifies that h1-h6 should only be used for actual changes in section of the document, not for arbitrary formating. If the intent is simply to style some lines differently, it is preferred to apply CSS to a paragraph.
If that is the case, one way to do this is to add the Styles plugin and define appropriate classes to create as many styled headings as you like.