A little late to the party, but since I do use clip envelopes fairly often... if you have Take Lanes expanded, try Ctrl+Clicking on the clip gain envelope - that should activate it. Although, Shift+Click does seem like the right gesture since it works in the parent track to activate the envelope or the clip.
Also, you can use Ctrl+Drag on a clip with no gain envelope to create a new one on-the-fly.