This is working as designed in the new PAM UI. A note was added in online documentation under "Release Information > Known Issues" to clarify that the 3.X UI has the context-sensitive menu disabled on purpose, see e.g. the following text on page https://docops.ca.com/ca-privileged-access-manager/3-2/EN/release-information/known-issues:
The browser right-click context menu is disabled in the 3.x user interface. The navigation operations that are exposed by the context menu are not supported because they can put the web application into an invalid state. The new web application operates as a single HTML page with dynamic content that is generated at runtime.