>I may assume that, or it is an error in the help file or a lack of implementation.



It's documented in the help

Distributable and Restricted Visual FoxPro Features and Files

The following table lists commands for which your application returns the message, "Feature not available", if included. Although you cannot include commands that create or modify menus, forms, or queries, you can run compiled menu, form, or query programs in your application.

Unavailable commands     
APPEND PROCEDURES 
 MODIFY DATABASE 
 
BUILD APP 
 MODIFY FORM 
 
BUILD EXE 
 MODIFY MENU 
 
BUILD PROJECT 
 MODIFY PROCEDURE 
 
CREATE FORM 
 MODIFY PROJECT 
 
CREATE MENU 
 MODIFY QUERY 
 
CREATE QUERY 
 MODIFY SCREEN 
 
CREATE SCREEN 
 MODIFY VIEW 
 
CREATE VIEW 
 MODIFY CONNECTION 
 
SET STEP