The problem is that in your problematic file, somewhere along the line you entered quick mask. This interferes with some of the normal properties of masks created. For example, you can still shift click on the mask and that works, but alt-click doesn't. Also, you may have noticed that you have some recalcitrance when you try to move from the tool to the mask or vice versa.
All of this is cleared up by eliminating the quick mask that sits in your Channels Palette. Normally when you set up an adjustment layer with its mask, it shows up as such, named in the channels palette, but does NOT open a quick mask entry. However, all your masks will be adversely affected as you go forward as long as that Quick mask is present. AS you probably know, quick mask is useful to identify, in color, what your selection is, as a cross reference, or as a working aid, as you can work in that channel.
You can delete quick mask directly either in the channels palette, or in the Quick mask tool in the Tool BOX(the thin linear stripe that has all the different tools on it.) It's the second icon from the bottom in the tool bar. BTW, you'll notice that it's lit when quick mask is on, and if you click on it, or, remove the quick mask from the channel palette, it becomes greyed out.
You other files work fine because quick mask is not enabled!
The pink color (quick mask's color) is the giveaway.