In fact, specifically for context menus this is a feature: In KDE ones, you can button-down to open the context menu and then release above the menu entry to activate it, making the entire process a single-click affair. In standard Windows ones it takes two full clicks, which is one of those tiny inconveniences that drives me crazy when using it. Of course, the Win way also works in KDE.
Windows does this for top-level menus for the same reason.
Or at least it did in classic Win32 UI. You can still see this in action if you open, say, Disk Management. But in Win11 Notepad (which is modern XAML), holding mouse down will open the drop-down submenus, but you won't actually be able to activate an item by releasing the mouse button while hovering over it, so it seems that someone partially copied the design without understanding its purpose.