SSMS context menus missing when connecting to Azure SQL Server

When connected to an Azure SQL Server database in SSMS using Entra MFA authentication I can't see certain context menus - in particular, Properties on a table column.

When connected to a different database (on an Azure VM) using SQL Server authentication in the same instance of SSMS, the context menus are all there. I'm therefore thinking this is a permissions problem rather than an SSMS problem.

My login to the Azure SQL Server db has the db_owner role. I've also tried using the Microsoft Entra ID Admin login and the Server Admin logins, but none of them show the context menus. What do I need to fix?