Currrently the default ContextMenu of the TextBox inside the MaskedInput is used. You have to set it to null in code behind and the create custom ContextMenu in XAML / Code behind to use it successsfully.
I would recommend that the support for this feature work by allowing the ContextMenu property set on the MaskedInput control to override the ContextMenu used on the internal TextBox control. Currently the ContextMenu property only results in ContextMenu sh