Some windows are not displaying context menu when right clicked on theirs title bar.
Such applications are: Libre Office, Firefox, Chromium (using system titlebar and border), QT Creator etc...
This is not happening on gnome apps like Nautilus or Gnome-Terminal... so this might be issue only with non-gnome applications only but I can't say for sure.
This behavior is known to me since Elementary OS Luna but it is still present.
Edit: This is not problem caused by VirtualBox, it is present on real machine too.