Disassembly Window Go To Source disabled in Custom Debug Engine

Hello
In my Custom Debug Engine I have my own Disassembly Window support (implementing the IDebugDisassemblyStream2 interface).
This Disassembly Window works quite fine, showing some target disassembly.
Now I noticed that the "Go To Source" context menu item of the Disassembly Window is always disabled. This even happens when I jumped from Source Code to the Disassembly Window (using context menu "Go to Disassembly").
I guess that VS cannot find a DocumentContext for my DebugCodeContexts used in the disassembly implementation. Somewhere VS must ask my engine for this relation, but I cannot find which interface I need to implement to get this solved.
I also looked in the Sample Engine source code without success.
Anyone an idea how to get this menu item enabled?