The behavior of SQLDialect is partly governed by the methods defined on the given dialect subclass and partly governed by options passed in in a Context object. So every dialect subclass exposes a "DEFAULT" instance that has been initialized with the correct Context.
However, if you then wish to extend the dialect for one reason or another, you must create a new instance to extend, or of course create a whole new subclass. In either case, you lose the options from the Context passed into the default, which governs important behavior of the dialect. You can copy-paste the relevant Context out of the Calcite code, but then you lose future improvements or fixes that might land in mainline Calcite.
It would be nice if each dialect exposed the DEFAULT_CONTEXT that it passed into its DEFAULT instance as a public final member. Then, when extending the dialect, you simply initialize your extension with the DEFAULT_CONTEXT, and if any customization needs to happens on the Context options that's easy to do with the Context's API.