Signing a messsage is only available for imported addresses, If the address is a part of your HD wallet, then that feature won't be available. Quoting it with the link you provided:
This feature is currently only available for your Imported Addresses
But there are still ways to sign a message
![Wink](https://bitcointalk.org/Smileys/default/wink.gif)
1. Using some third party tools:
If the particular address is a part of your blockchain.info HD wallet, follow these steps, otherwise ignore it.(You must have your Recovery phrase/Seed before proceeding)
First, You must get it's private key
Download this and
run it offline:
https://github.com/iancoleman/bip39. Paste your seed there and you will see your address/es and its corresponding private keys at the "
Derived Addresses" section. To toggle between accounts, Change the number on the "account" field where 0 is your default account, it means your 2nd account will be "1" and the 3rd will be "2" and so on.. (Use Ctrl+F to easily find the address you want)
Lastly, Download this and
run it offline:
https://github.com/OrdinaryDude/offline-bitcoin-signer. Paste the private key, enter your message and hit "Sign"
P.S. I tested this and verified the signature through coinig
2. Importing it in another wallet and signing a message there. I recommend
electrum for that
Using your seed/backup phrase:
*Please note that when importing, your funds will be accessible on both wallets which is why it's highly advisable to transfer them in a new wallet (with different seed/PK's) once the network has stabilized to avoid high fees.
Here's a tutorial to sign a message in electrum:
https://www.cryptocompare.com/wallets/guides/how-to-sign-a-message-with-electrumYou can also import just one address using its private key. Use the iancoleman bip39 tool for deriving your PK's as mentioned above
Guide:
https://bitcoinelectrum.com/importing-your-private-keys-into-electrum