Thank you for reporting a bug to Unity.
After reviewing the behavior, we've confirmed it aligns with the current design and intended use of the feature. We understand this may differ from your expectations or workflow.
The Animation window "must" to be in Preview or Record mode in order to display keying options. You can enable Preview or Record mode by clicking the Play, Preview or Record button, or simply dragging the current time, like in this workflow.
This is the expected behaviour.
We will close this case as 'As Designed.' If you have feedback on how the feature could better meet your needs, please let us know - we value your input and consider it in future improvements.