Congratulations for your progress. The badge in the game's avatar is added automatically. Please Try repeating Level 5000 and for more informations Here
Try to pass a few more levels and then repeat level 5000. Usually the badge / banner appears automatically in the game, but sometimes it may take longer.
I'd say it's nice to remove the Milestone Challenge from the game, but for loads of people the Milestone Badge-feature also disappeared from the settings-menu. A bit clumsy, don't you think?