This is what I was referring to. You right click on the line, not the point. This was added specifically for cases where there are a lot of coincident constraints.
I don't know why the coincident constraints don't appear, but I have a theory: as you see in the beginning of the video, there are five stacked points at this location. I suspect, without having looked into it, that at least 3 of those are duplicated projected points. Some of those points do have constraints to the adjacent lines, but some, I suspect are free-standing. If one of those is on "top" (probably meaning, created most recently), that is the one that is asked "do you have any coincident constraints?". And, so it answers "no", so nothing is shown.
There may be perfectly valid workflows that end up with these projected point stacks, but in general, you want to avoid them, for exactly this reason. That is why I strongly recommend turning off "project edge on reference", and maybe even "auto project geometry on active sketch" (though I do keep that on). Only project what you absolutely need into a sketch, and do it deliberately.
Jeff Strater
Engineering Director