My understanding is that it is OS2008 issue affecting both N800 and N810. (Someone with N810, please confirm?)

I just tested this on latest beta build and the problem is still there. (Also, in the latest version on Xterm there seem to be no pop up menu at all!!!)

As said, the workaround is to move stylus ever so slightly towards the menu before releasing it.

It may not be a bad idea to report this bug in Bugzilla... just to make sure Nokia will get detailed feedback what is the problem exactly.