This is something that I mentioned before (without a response as I recall).
Now that Inline RI and the RI Pane are both turned on/off by a single button, the display options should also be consistent. I would leave right-clicking in the left header column for long-time users, but for new users and even for "not-new" users, the current behavior is inconsistent and undiscoverable. Here is a mockup of how the dropdown menu should look.
