The default submenu indicator (assets/submenu-indicator-default.svg) is not shown when not explicitly added with its absolute path (e.g. /node_modules/cytoscape-context-menus/assets/submenu-indicator-default.svg) in the options in cy.contextMenus(option) as an additional field.
The image is not found. It works in the demo because there, the files are all placed in the root directory and not in a subfolder.
We also have an issue on this in our project: snikproject/graph#423