There's a simple workaround for this.
Usually we do not need libraries, but we get trapped into one because the "Documents" command on Windows' main menu links to a library.
In facts, if you access Documents this way you'll notice that in the address bar there's "Libraries\Documents".
Normally, however, we just need to access our very own Documents folder, which is normally named "C:\users\<username>\Documents". This is a single physical path, so the "Command Prompt Here" will pop up on Shift+RMB.
You can navigate to "C:\users\<username>" by Windows Explorer: there you'll find your physical "Documents" directory. Hodling Alt, drag and drop it onto your Desktop to create a link to it.
Next time (instead of selecting the "Documents" entry on Windows main menu) just double-click the previously created link, and here you go: you've just accessed a physical path. Welcome back, "Command Prompt Here"!