I've seen this for other security software and this is controlled by the security software itself, allowing their context menu only in Explorer. Those menu options wouldn't show in Voidtools Everthing, WinDirStat, nor any other programs that can show context menu, probably because for security reasons they inject it only in Explorer process. Someone on the web was able to fool one of the antivirus software by renaming other program into explorer.exe but I have not seen any proper way to do it.