Hi, @dankop
Thank you for your feedback. Please read on this page about WordPress Philosophy, especially about the Clean, Lean and Mean section.
https://www.ads-software.com/about/philosophy/
The rule of thumb is that the core should provide features that 80% or more of end users will actually appreciate and use.
Most of WordPress users don’t use a plugin that adds more toggle options in that link menu, so for that kind of user, the current behaviour is the optimal one. Once they toggle that option they no longer need that menu and it would require an extra click to click it outside the menu to make it close. (The current behaviour also implies that the menu closes when you click outside of it.)
So, IMHO, this request will not be included in core, since core features (at this moment) do not require such a behaviour (with only core features enabled)
My suggestion is to address this request to the plugin developers that adds the other toggle options in that menu. They should be able to alter the actual behaviour. Because only users using their plugin will need this feature, I think the chances are high this will be implemented in their plugin, since it’s their interest to give the best experience for their user.
However you can always open a feature request here https://github.com/WordPress/gutenberg/issues/new?assignees=&labels=&template=Feature_request.md (the place where Gutenberg is developed)
This is solely my opinion based on what I’ve seen over the years.
Hope this helps,
Kind regards