Basically due to a long-standing issue with "Secure" code, custom unit frame are unable to utilise that menu option, where clicking on it would result in it being blocked.
Most unit frames will still display that menu option, despite it otherwise being non-functional.
Shadowed obviously decided and not surprisingly that removing a non-functioning item was a good idea.
Through the default keybinding interface you can bind keys to set and clear focus, or you can use macros.