With most context menus, when you click outside them, they close. The context menu for the MediaMonkey tray icon does not do so. I accidentally right-clicked on the MediaMonkey tray icon when I meant to right-click on a different tray icon. When I clicked outside the context menu to get it to close, it did not do so. In order to get it to close, I had to select the "Restore" item.
Here's a short screen recording demonstrating it:

Dave F.