The OS X menu bar is modal. It depends on what application is current. There's also research indicating that the usability of modal UIs is poor; it's also measurable scientifically.

I personally don't mind the OS X menu bar's location, but its modality is a big pain point. Combined with the fact that apps often don't exit when all their windows are closed, it's a bit of a magic box of functionality where I'm never certain of what's going to be there, and how to get it back if it disappears. At least Windows' menu bars have a sense of location.

Don't mode me out, bro!