libraries - How to open command window from documents library?

Normally in Windows Explorer, I can open a command window by shift right-clicking in the folder. I love this feature.

However sometimes this item is missing from the context menu. This is really frustrating. On investigation, it's precisely when window is labelled 'documents library'.

How can I fix this? Either so the 'open command window' items shows up in both cases, or to force all Windows Explorer windows to be of the first kind.