Now I have no private keys, can't sign messages etc. Guess I will need to find another service that provides what I require.
Here is a guide how to do it: https://bitcointalksearch.org/topic/guide-how-to-signverify-message-in-new-blockchain-wallet-1467458
The sign feature only applies to IMPORTED SPENDABLE addresses. This option is not available for any addresses that are created in the new wallet, you cannot sign anything. Granted you can still use the verify option, but unless you create addresses outside of Blockchain.info wallet and import them in, you cannot sign using the new beta wallet.
I have no idea if blockchain.info are planning on adding this feature in the future and/or providing the private keys for new addresses created in the beta wallet. Either way, at the moment, I would say that this feature is only really half implemented.