Option click Photos app does not bring up dialogue to select library
I recently upgraded to OS-X Yosemite 10.10.5, and since iPhotos no longer works I opened Photos. I have 3 iPhotos libraries on an external hard drive, and when I first opened the new Photos, it asked my which one to open. Now I also want to open the other two, and Apple support says that all I need to do is to hold down the Option key when I open the Photos app to bring up a dialogue box that will let me pick which library I want to open (Get started with Photos for OS X - Apple Support). Doing a Option Click on the Photos icon DOES NOT bring up any dialoue for me; rather it just opens the library I initially selected. Is there a work around?
Thanks,
Jim
iMac (27-inch Mid 2010), OS X Yosemite (10.10.5)