SComboButton clickable

Yours does not have a button in the menu content, you can see the SWidgetGallery one has a SButton “Arbibratrary” in the second vertical box slot.

.MenuContent()
[
	SNew(SVerticalBox)

	+ SVerticalBox::Slot()
		.AutoHeight()
		[
			SNew(STextBlock)
				.Text(LOCTEXT("ComboButtonItemLabel01", "Combo\n     Button\n  menu\n       content supports"))
		]

	+ SVerticalBox::Slot()
		.AutoHeight()
		.HAlign(HAlign_Center)
		[
			SNew(SButton)
				[ 
					SNew(STextBlock)
						.Text(LOCTEXT("ComboButtonItemLabel02", "arbitrary"))
				]
		]

	+ SVerticalBox::Slot()
		.AutoHeight()
		[
			SNew(STextBlock)
				.Text(LOCTEXT("ComboButtonItemLabel03", "widgets"))
		]
]