You can use the right click feature, but it's limited. Not just because, like you mentioned, the missing index requests are kinda lame, but also because it will only ever show you one, and the one it shows you might not be the best one.
Take this query:
SELECT COUNT(*) AS records
FROM dbo.Votes AS v
JOIN dbo.Comments AS c
ON v.PostId = c.PostId
WHERE c.Score > 1
AND v.CreationDate >= '2008-01-01';
When I run it and look at the query plan, there's one missing index request listed with an estimated impact of ~16%.
But if I go into the XML, there's another request with a higher estimated impact:
If you want to see all of the missing index requests in a plan, you need to go outside of SSMS.
Free tools like SentryOne Plan Explorer, and an open source script I contribute to, sp_BlitzCache will list out all of the missing index requests in the XML.
In sp_BlitzCache, the missing index XML column is clickable:
EXEC dbo.sp_BlitzCache @DatabaseName = 'StackOverflow2010'
And will bring up information like this:
So you may not want to rely on SSMS and the right click. It could be hiding a lot of information from you.