New document - Language mode is set to SQL no formatting options on right click.

[AhsenBaig]

When a new document is created and language mode is set to SQL no formatting options available on right click but shortcut works (Ctrl+K Shift+F) but on a saved file it is fine minor annoyance.

[ChekTek]

UPDATE: On second thought I'm not sure that this resolves your issue, I will post this as new.
I also ran into this. If you go into your keybindings.json (AKA keybord shortcut in settings), and search for format, poor-mans-t-sql-formatter.formatSql keybinding is separate from the format document keybinding. If you make them match vscode is smart enough to work it out. I agree it would be nice if it just used the formatDocument/formatSelection keybindings that way if they user customized the command it works from the start.

[jhelmink]

Would make sense if this hooked into the native Alt+Shift+F format document command (like other formatter extensions I've used) instead of it's own command.

Or include the usage in the Details for the extension.

I thought the extension was broken until I found this comment!

[gerneio]

Added in PR #4