"Properties"
The listed "Properties" does not include dimensions
s["Properties"]
(* {"AdjacencyLists", "Background", "ColumnIndices", "Density", \
"MatrixColumns", "NonzeroValues", "PatternArray", "Properties", \
"RowPointers"} *)
You can read more about SparseArray "Properties" in this answer.
Dimensions works, as you stated,
Dimensions[s]
(* {3, 3} *)
And there is also SparseArray`SparseArrayDimensions,
twice as fast as Dimension, probably alone due to the redirect
based on the estimations by @HenrikSchumacher
SparseArray`SparseArrayDimensions[s]
(* {3, 3} *)
Following the lead from @JasonB. in his answer to a similar question, one could define the desired effect by
Unprotect[SparseArray];
(s_SparseArray)["Dimensions"] := SparseArray`SparseArrayDimensions[s];
Protect[SparseArray];
Side note:
The FullForm reveals
FullForm[s]

Where the second element is the dimensions, and from the documentation under Possible Issues you can find

HoldPattern[spart[SparseArray[stuff___], p_]] := {stuff}[[p]]
spart[s, 2]
(* {3, 3} *)