Upon creating a custom entity as Activity Entity and not checking the “Display in Activity Menus” option, there is no supported way to alter this.
However, here is the unsupported approach (in SQL):
UPDATE Entity SET ActivityTypeMask = 1 WHERE EntityId = (SELECT EntityId FROM Entity WHERE Name = 'custom_entity_schema_name')
After this minor adjustment, a publish in CRM is needed on that entity and it will be visible under activities menu (with all its views).
Hope this will help you avoid any future headache 🙂