Borderless windows, or those otherwise handling the decorations themselves, like gThumb, do not have the titlebar to right-click for the window menu. It is available from the taskbar, but the additional options like "Set window shortcut", "Configure Special Window Settings", etc. do not appear in that menu.  (It seems those come from the application handling that context -- window manager in the case of the title bar, task manager in the case of the menu from the entry in the taskbar -- so I'm not sure what can be done).
Nevertheless, those apps do exist, and not having access to the window manager's settings, for that window, is/can be a problem when managing these [irritating] apps that disable the window decorations.

STEPS TO REPRODUCE
1.  Run any app (it doesn't have to be a borderless one)
2.  Right-click the taskbar's entry for that app
3. See "More Actions" does not display the "Set Window Shortcut" option, or the other important ones that are in that menu when accessed from the titlebar.

OBSERVED RESULT
"More Actions" menu missing "Set Window Shortcut", "Configure Special Window Settings", etc.

EXPECTED RESULT
"More Actions" menu would allow us to access these options so we can manage them (shortcuts, window overrides, etc.) even on titlebar-less windows.

SOFTWARE/OS VERSIONS
Linux/KDE Plasma:  Debian stable
KDE Plasma Version:  5.20.5
KDE Frameworks Version:  5.78.0
Qt Version:  5.15.2

ADDITIONAL INFORMATION