This happens when you drag a shape to a diagram in another window, which doesn't change the selection in the current window. All menu items are automatically refreshed on a selection change, but not when a new transaction is committed. This is one of a handful of issues with menu items not correctly updating after an initial action or undo/redo operation. It's a bug I need to fix.
If you don't see a menu item, click on the diagram, then back on the item to refresh the menus.