Plain and simple, the enemy testing dummy works some of the time, and other times, not.
I can't really explain to you how to recreate this glitch because it seemingly happens randomly. Sorry about that!
A brief explanation: You can click on the command bar or [Shift][b] to spawn one, it'll show the indicator, but when you click, the indicator just disappears and the dummy doesn't spawn.
How I noticed you temporarily fix this bug: Restart your game :l