Jerome - you are correct. This is BUG-000095591 - The Symbol Selector window does not display when graduated colors and graduated symbols under Quantities symbology are used and the properties for all symbols are clicked. The BUG report states is was found in ArcMap 10.4.x and reproducible in ArcMap 10.8. I'm not seeing when it will be corrected. I have not attempted to reproduce this ArcMap workflow in ArcGIS Pro so cannot comment if it's possible to do this in Pro. I'd recommend you call Esri Tech Support to add your customer number to this BUG number.
