I can see it on Firefox and Chrome (Win)
And, on toolbar right click behave same as left click.
On some dialog (sort records etc.), right click works as browser menu.
These could be bug.
If you want to change the behavior, let's report it as issue.
Thank you for your post.
Context menus are not implemented in Web Direct. I recommend posting this suggestion to the Product Ideas board at: Product Ideas
The Product Ideas board is monitored by Product Management and Development. All entries are read, discussed and considered for possible implementation in a future release.