By default if an item in the RadMenu control is clicked, the menu gets closed. You are able to control this behavior by setting the StaysOpenOnClick property of the RadMenuItem. The default value is False.
If you set this property to True, the menu won't get closed upon a click on the item.
<telerik:RadMenuItem Header="Sidebar" StaysOpenOnClick="True" />
You might find this functionality very useful, when having checkable menu items in your RadMenu. It allows you to keep the menu open, when a menu item gets checked. To learn more about this type of items read here.