When I right-click an app icon pinned to the taskbar, the jump list doesn't appear.

You’re losing the recent-file Jump List when right-clicking pinned taskbar apps, and restarting Explorer restores it only temporarily. The taskbar can build the menu, but the recent-items setting, an app-specific list, policy, or Windows component may be interfering. Open Settings > Personalization > Start and enable Show recently opened items in Start, Jump Lists, and File Explorer. If already enabled, turn it off, restart Windows, then enable it and open several files in an affected app. Test multiple apps: if only one fails, use Settings > Apps > Installed apps > that app > Advanced options > Repair, where available. If every app fails, install Windows updates, restart, then run DISM.exe /Online /Cleanup-image /Restorehealth followed by sfc /scannow in an administrator Command Prompt. On managed PCs, ask IT whether Hide recent jumplists policy is applied. If it returns, report it in Feedback Hub with the Windows build and reproduction steps.