For historical reasons the 'common' query tab an the 'advanced' or 'special' query tabs for MySQL objects have a little different functionality.
The 'common' one supports 'execute (single statement)' and 'execute all'. the 'special tab type only the last one.
The historical reason is that when 5.0 was introduced the tokenizer code of the editor would not handle DELIMITER properly. That is history and I personally think we should remove the 'special' tab type. The 'common' one handles everything now.
The answer is that from a 'special ' tab you can 'execute all' (double arrow icon). Or you can copy the statement to a 'common' tab.
Actually in early 5.0 the 'execute' was greyed out too, but became 'greened in' again in later 5.x builds. By mistake I think! It always 'executed all'.