(or go to a previous menu if it maintains a stack)
It would prevent touch screen usage as you would not cancel the click when touching out of the menu window.
When I opened the ticket, I had the impression that pressing outside the menu was currently doing nothing. Which a better test now shows is not true.
That said, since the menu covers an arbitrary portion of the screen and cannot be shifted, and since I am used to clicking outside of menus to close them in other environments, it…still seems like it would be my personal preference, anyway. In what situations do you customarily find it valuable to interact with the windows underneath while a menu is up?
The menu can be scrolled from outside (right edge scroll). Closing it would conflict with that.
On a related note, people might want to use other gestures like changing brightness or volume whilst a menu is open.