If, when you click on the “Ask” button under user’s avatar menus, you are redirected to their blogs, and that little ask window does not pop up, that’s a Tumblr bug.

They’ve implemented In-Dashboard Asks, but then disabled it for some reason, a couple of days ago. Probably they are ironing out some bugs. It should be back in a few days. Nothing I can do about this, my apologies.