Can't see database diagram in SQL Server 2008 R2 Management Studio -

Can't see database diagram in SQL Server 2008 R2 Management Studio -

I wonder how the database diagram can be enabled in my SQL Server 2008 R2 database. When I create a new db, I am able to open the database diagram:

sample

But when I connect to existing DB from Azure, I can not generate database diagram:

Is it related to DB rights?

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