The absence of the "Set p-value" popup is secular. I am also using XQuartz 2.7.11 on my Mac laptop and I get that popup. Do other popups go missing as well (like the Underlay chooser, or the "Set q-value" chooser)?
Try minimizing the AFNI controller window (to the Dock), then bring it back. Does that help? I'm really just guessing here, since your problem doesn't happen to me!