I'm not sure if this is a bug or by design. I just recently installed a clean 11.10 (well, preserving my old home partition from 10.10).
For the icons in the upper right (for me, Dropbox, Sound, Network-Manager, etc), I need to click AND HOLD all these icons in order to keep them open. For example to log out, I click the "power" icon and when I release, the menu goes away. I have to press, hold, and then release on the "log out" item.
If this is a bug, how can I help file? If this is configurable, how do I configure it? I'm not sure what the default experience should be.