I am running Chief Architect Premier X10 and I think I had the problem you described when using the copy concentric tool to create a property line setback polylines. I selected the polyline then selected the "Convert to Plain Polylines" tool from the Edit Toolbar. Once the polyline was converted the menu presented the "complete break" option. Note: I think the "Convert to Plain Polylines" option only appears when a polyline is selected that is not a plain polyline.