This is not so much an answer as a confirmation… I occasionally have the right-click method for accessing the component option dialog disappear. Even in your model it worked right away for me, but then I did something to make it go away. When this happens I just jump to either the toolbar or the menu “Component Options” option. Can you access the Component Options window from either of those locations?
Again… not a fix but a workaround for the time being. Maybe someone else knows how to keep the context menu option from disappearing, if that is in fact the issue you are having.
Or are you talking about this window? :