Yeah, that is an annoyance for me too but for a different reason. I have set the menu bar to be only in the internal display (to avoid issues with my OLED external monitor) so when I have a window in the external monitor, I have to move the mouse to the internal monitor screen space if I want to open something that is in the app's title bar.

On the other hand, it is actually useful that there is mostly a specific place you find settings etc, as in windows/linux it tends to vary depending on the app where to find those (is there a bar on top of the window? Is there a button to expand a menu somewhere? Something else? Who knows).