Open it, and try to right-click on the math. This should reveal the MathJax menu, but it does not. This seems to be an issue for born-hidden knowls, not xref knowls.
I believe this is the same issue for many of the runestone components. The even handlers are lost in the copying process when the knowl is made visible.
It would be good to find one universal fix for both.
Find a born-hidden knowl that has math content. For example the "Answer" knowl to exercise 6 here: Exercise Group https://pretextbook.org/examples/sample-article/html/section-further-reading.html#exercisegroup-5
Open it, and try to right-click on the math. This should reveal the MathJax menu, but it does not. This seems to be an issue for born-hidden knowls, not xref knowls.
Some discussion of this is here.