I installed root explorer -free version just to reprodcue your problem. Yes, I get the same on step 3 - it only shows the properties of the host file. I think this is partly because the program does not ask for root permissions. With SuperSu i couldn't manually grant root permissions to it.
I would suggest you to use "ES file explorer" instead. When you open this program, access the left menu. Open tools and scroll down to find root explorer option. Now in the app click on the button next to it to switch it on. The program will now ask for root permissions from your super user program. Grant there rights. Then you have to click on the word root explorer and you will get a popup menu. In this menu you have to next to the /system select RW option. This will allow you to make changes to system.
Now close this left menu, and navigate to the hosts file and set the permissions. When you long press on the file you will get similar options as listed in the original post.
You can switch off the root explorer option when you are done.
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