Solved, I was working on files in a OneDrive folder. The menu does not appear when the files are stored in the cloud. The menu appears after I have the files stored locally, i.e. "always keep these files...

I used to have a PDF24 Sub menu in the right-click context menu, which had options like Join etc. This menu however has gone missing. I reinstalled PDF24, and the PDF24 sub menu appeared once, but stopped...