I have happily been adding exploded views to a multibody part and all of a sudden can't. It is not an option in the tree.
Seems like an instance where you are in another tool so SolidWorks isn't giving the option to do some other things. An example might be trying to create a configuration while in a sketch. You are obviously not in a sketch because the part isn't yellow and what not. But, you might be in the wrong mode so the menu option doesn't show up. Like "Add Configuration" doesn't show up while in a sketch.
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