Odd. Same effect in Windows 7; The context menu dissapears, but the menu item is not activated.
When clicking the right mouse button instead, the context menu is replaced by another, rather than activating the menu item under the cursor.
Sending mouse clicks with Autohotkey does have the desired effect, so it's possible(I.E. it's not a security measure within Windows).
I'm gonna move this to the "Issues" section, so Gary can have a look at it.