why does it not work

Because in ActiveX don't send WM_IDLEUPDATECMDUI to frames.

you can set timer and send this message manaully

 SetTimer(TID_UPDATE, 100, NULL);
 

void CDockingPaneSite::OnTimer(UINT_PTR nIDEvent)
{
 if (nIDEvent == TID_UPDATE)
 {
  UpdatePanes();
  OnIdleUpdateCmdUI();
 }

 CWnd::OnTimer(nIDEvent);
}
 

void CDockingPaneCtrl::OleUpdatePanes()
{
  CXTPDockingPaneManager* pDockingPaneManager = m_pMainWnd->GetDockingPaneManager();
 
  pDockingPaneManager->OnIdleUpdateCmdUI(1, 1);
  ...

}