Extend context-menu when right-click dragging to taskbar

I have Dropping on taskbar items set to 'Open with', as that it what I want to do 99% of the time. However, sometimes I want to 'Pin' and then I have to temporarily undo this setting, do the drop, then re-enable the setting.

There is a context menu provided when I right-click drag an item onto the taskbar, but with the above setting, the context menu only provides menus for 'Open with' and 'Cancel', and not 'Pin'. Would it be possible to provide all three menu items?

The exact use case for me is for right-click dragging a folder onto an Explorer taskbar icon and hoping to add it to the Explorer jump list.

Many thanks!