Currently (until version 4.3.4), context menus always disappear when the mouse cursor is moved outside the menu. It should be possible to restrict hiding the menu when the user clicks somewhere else, like in many other applications, like Windows Explorer.
I was able to achieve this behavior by unbinding the event handler for mouseleave via extra scripting.
(Note that the code only prevents hiding the main menu on mouseleave.
Sub-menus / menuGroups are still closed on mouseleave.)
But it would be better if the contextMenu would support an attribute for turning on 'hide by outside click only'.