ya, i agree with you, it´s the same by me. another problem of the floating menu bar is ,that you even can´t see if the program is run in the taskbar below (or whereever you´ve programmed it to). One tiny solution for this, is to look at/ open up the task-manager (right-click in an empty field of your taskbar, than select “Open Task-Manager”). usually you should find/see there, if the program is run.
P.S.: Cubase normally doesn´t attach the menu to a current project (even this would be useful and im also interested in the making of an option in the preferences, which allowed to assign the menu-bar to the current project as well, cause you can handle than the task with the project-window and the normal program-commands better with the use of your/ the keyboard. Cubase made this, for the purpose, that you can load several projects to the program, where you can only activate one at the same time, to get a better work-flow between the projects.