I know there are similar questions out there regarding issues with jump lists not working properly, but I've been unable to find any with the same issue as me.
Take Chrome for example. I right click on it, select new window and nothing happens. Same goes for all other applications:
Now, writing this made me realize that the term "Jump List" may in fact not be the right one to use. I do believe that a jump list is a list of the last used applications of the program. I'm not sure, though.
All help will be appreciated.