I think the StackExchange menu should open below where I clicked, so if I click again, it closes instead of going to the StackExchange site. The way it works now violates convention for drop-down menus.
Here's an image showing the menu I'm talking about:
The cursor is hovering right over the link, but I believe the whole menu should be moved down a few pixels so that clicking again will close the menu.
Thanks to Jeff M for making some mockups: