This feature request appears to only apply to the embed iframe. This feature already exists in the non-embed Looker UI.
When exploring (new tile > explore), actions menus denoted by the '...' will not open. There are many use-cases that support this menu opening in the explore window.
This feature is only accessible after clicking "Explore from Here" in the exploration window, which adds unnecessary steps to the user's workflow. This context menu should open in the original exploration window.
Here is an example of this workflow. https://www.screencast.com/t/7rrqbHaJDNv