If a window closes while the user is CLICKING on a menu, the menu is still there
Example: open a .zip file with Expander, hit the button to start extracting, and then move the mouse and CLICK on a menu and HOLD THE MOUSE DOWN. After Expander finishes and the window disappears, the menu will still be there (!!). Releasing the mouse, the menu is still there. If you had clicked on the "File" menu and move your mouse to the right, you will get the settings menu (still floating in midair). Until you move your mouse away from where the menu was/is, the floating menu will still be ther.