Reason:
Excel has different ContextMenu with the same name (in this case Cell) that are only shown in specific situations. For instance, depending on the current layout mode (Page Break Preview or Normal) it will call different Menu.
Solution:
Credit goes to MrExcel.
Set different commandbar control as:
Dim ContextMenu as Commandbar
Dim ContextMenuPBP as CommandBar
Set ContextMenu = Application.CommandBars("Cell")
Set ContextMenuPBP = Application.CommandBars.FindControl(ID:=1588).Parent
Now you only need to change both menus and you will be able to see the changes no matter in which mode the user is working on.