Dear kovidgoyal,
I have just upgrade Calibre to 2.10 (Portable version), and now the popup panel shows.
However, another issue arises. The positions of "before clicking on note", "footnote on", and "footnotes off" are different. I was still testing on the file previously posted. Yet, the issue is found only on "page mode," as it works fine with "flow mode".
Before clicking on note (3)
Footnote on
Footnote off
Edit: If the Footnote panel is afloat, it is fine.