The mouse cursor should be locked so that if a player moves away from them, they remain open.
Currently moving off them takes up back to the top menu, losing any progress of menu navigation.
My suggestion to close the menu is to left click on the menu, if on the menu, or click (right or left) anywhere else on the screen
Reason for the suggestion is that it is too easy to stray from the menu and lose your progression. As these menus are used quite often, it adds to player frustration and time loss, and given players spend hundreds of hours in game, it'd be scary to calculate how often and how much this accrues
