run attached Code:

import javafx.application.Application;
import javafx.geometry.Side;
import javafx.scene.Scene;
import javafx.scene.control.*;
import javafx.scene.layout.VBox;
import javafx.stage.Stage;

public class Main extends Application {

    public static void main(String[] args) {
        launch(args);
    }

    @Override
    public void start(Stage stage) throws Exception {
        TabPane tabPane = new TabPane();
        tabPane.getTabs().clear();
        for (int i = 0; i < 3; i++) {
            Tab tab = new Tab("Tab " + i);
            tab.setTooltip(new Tooltip("Tab " + i));
            ContextMenu menu = new ContextMenu();
            for (int j = 0; j < 3; j++) {
                menu.getItems().add(new MenuItem("Tab " + i + " menu item " + j));
            }
            tab.setContextMenu(menu);
            tabPane.getTabs().add(tab);
        }
        tabPane.setSide(Side.TOP);

        VBox vb = new VBox();
        vb.getChildren().addAll(tabPane);
        Scene scene = new Scene(vb, 300, 300);
        stage.setScene(scene);
        stage.show();
    }
}

I click using right mouse button on tabs and ContextMenu doesn't appear.