Think I have it sorted.
I use two screens. By habit I put effects, instruments etc on screen-2, and have Cubase on screen-1.
As soon as I drag Groove Agent onto screen-1, right-click is active regarding the Performance Panel. In other words, I get the drop-down menu and I can happily continue with automation.
When I drag Groove Agent back to screen-2, right-click is inactive on the Performance Panel. Although oddly, it is active with some functions.
Weird.
Is that the way it is for others using two screens? Be interested to know.
Meantime, thanks for considering my problem.