http://bugs.winehq.org/show_bug.cgi?id=2583
--- Comment #8 from Vitaliy Margolen vitaliy@kievinfo.com 2007-12-01 15:05:28 --- The reason it disappears immediately is that mouse is not over the popup menu. So the focus is being transfered back to the app. With regular menus, mouse pointer is over the new submenu, so it stays focused.
In either case, you still haven't answered the question "What is the focus policy are you using?"