Many actions like creating, reordering, nameing columns, etc, are hidden and hard to find on Workboards. I plan to address these and other UI nits in the next iteration.
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From blame, it looks like D15278 originally stuffed these and some other things into a bit of a weird place -- I think we had some other problems with too much stuff in dropdowns at the time, and that was sort of a "shove this stuff under a rug for now" change? But I don't really remember.
My personal experience is that I somewhat-often want to use "Reorder Columns" directly from the board, particularly after creating a new column. For example, when I'm organizing a new board (like Inline Comments) I'll create several columns but not necessarily know all the columns I'm going to create before I create them, and then end up needing to go on a lengthy quest to find "Reorder Columns" in order to put them in a more sensible order. Not a huge deal but does feel like a bit of an outlier since workboards otherwise pretty much just work.
I haven't personally needed to use "Rename Column" too much but the current placement is certainly a little removed from the board.