You have to open the folder in it's original location not through libraries. Right click the folder though libraries and select "open folder location". Then right click that folder and you will see the customize option.
I have had a similar problem and posted on it for a while but I guess my wording confused people because I never got this solution.
I will be curious how it works because I don't think it has worked for me. You can read my post. Somehow my folders not displaying correct is tied to Media Player even though I don't use it to manage my music. You can send me a PM and we can talk further as I'd really like to resolve this too. More questions about how folders contents are displayed