Unable to "Save as Cue..." because option is grayed out

After a fair bit of googling, I only saw this question asked one other time, and no answer had been posted.

I have just completed generating a document for my end users about how to create their own Cues and how to add them to their personal role centers. The problem, however, is that the user can customize their queries, but when they go to “Save as Cue…” using the Modify button on the SysQuery form, the option is grayed out.

Question: What conditions are necessary for a user to be able to “Save as Cue…”? Is there a default Security group they need, or a security key they must possess? What’s surprising is that the user has a fair amount of powers already delegated to him, but yet he is unable to save his own Cue.