Running SE 28.0.2.0 (Hotfix 19) on Windows 11.
I have the code annotations window docked and the list of annotations looks fine. Left clicking show the appropriate text in the comment window. The toolbar buttons on the top right are all active apart from the second to last with the up/right facing arrow on the bottom left of the icon (it has no tooltip so I don't know what it does).
However, right clicking on an annotation in the list shows a menu (new, copy, delete etc.) but all options are greyed out an unusable. As I can edit or delete using the toolbar buttons I'm surprised I can't use the menu to to the same.