Right-click taskbar icon no longer provides menu

Brave v1.75.175 on Windows 11. (Also other recent Brave versions)

Until recently, right-clicking the Brave icon on the taskbar brought up a brief menu that included “new private window”. Now I get only “Brave” and the boilerplate “unpin” and “close all windows”.

Can I restore the “new private window” option? I tried un-pinning and re-pinning the icon, but it made no difference.

If I can’t fix this problem myself, can anyone explain why the option was removed? It’s annoying to have to open a new window just to open a private window and then close the non-private one.