At this moment this behavior is only in the TAdvStickyPopupMenu.
I'm not sure how you expect this to behave for a TAdvMainMenu?
I have several apps that could use it. The most common case for me is where I have an options or view menu that often needs several items changed. Having to reopen the menu on every click is somewhat of a pain. I already use the popup version for selecting grid columns and users really like that.
We have investigated this and we did not find a way to achieve the same effect from the TAdvMainMenu. This TAdvMainMenu descends from TMainMenu and this builds on the standard Windows main menu that does not permit such 'sticking' menu. A possible alternative could be by building something like the toolbar based menu (see Office 2003 toolbar demo) that consists of buttons as menu root menu items and uses a popup menu per root menu item button and this could most likely be replaced by a TAdvStickyPopupMenu.
Yes, that was my thought too. I was trying to save space and the conventional menu takes up less room.