I believe the X200 will not allow you to enter secondary portrait when the wireless is active. I seem to recall reading a very cryptic explanation for this somewhere in a Lenovo help file, but can't seem to track it down at the moment. It made mention to the fact that when wireless is active, secondary portrait is disabled for emissions safety. Try turning the wireless off and putting the display into secondary portrait.
I find this annoying as well, since I would prefer that orientation, but haven't found a workaround.