Yeah its a pain. They don't offer it on the supper duper private Mysql VPS setup either. You have a couple of options
1) run your own Mysql server on your web host VPS and configure it how ever you like. If you have data that you think you only trust over SSL already then you probably shouldn't be on the shared service. If you run Mysql on your local web server VPS local host then you don't need SSL. Still plenty of down sides having to support this and manage backups scaling ... might be better to go for another provider if you are big enough to need a cluster type solution.
2) The Tunnel approach. check out autossh its an apt-get package on most systems. So say you have a remote host somewhere that you need to ssh into your dreamhost shared mysql server. You set up an account on your VPS with no rights, call it sshtunnel and you allow that VPS to connect to your dreamhost DB.
then you do soothing like
auto ssh sshtunnel@myVPS.com -R 3306:mysql.dreahnost.com:3306 -i privatekey-fort-tunnel-account.pem
basically your bringing up a permanent tunnel between you and your VPS but its still not encrypted between your VPS and the dreamhost mysql server internal network