It just doesn’t show in the OmniGraffle Font area of the Object Inspector, so you need to go to Format>Show Fonts (to access more options), then pick which kind of Strikethrough you want there. There is single, double, and color for options.
If you have an Apple computer, it might be a good idea to get to know the facilities that are available across all apps, such that:
they have one interface each
that you can become familiar with, and
each app does not have to provide the facility itself (which, if one did, would be some fraction of the Apple facility).
Do it in the Font Inspector. Which is available across all apps. Which is where the action item belongs. Fonts and their properties come from Apple, not OG.
From OmniGraffle, you can launch it via:
Click on the StrikeThrough DropDown, and choose the type of StrikeThrough you want.
Now if your Font Inspector is not visible in its fully glory, it is because it is minimised. So go to the very edge, left or right, and when the cursor turns into a curtain mover, pick up the edge and open the window up. Let some light in, and the various DropDowns will be visible.
The Font Inspector will hang around like the Apple ColourPicker. If you don’t want it to do that, you can dismiss it with another Command-T.