Play options menu vanishes sometimes

There seems to be something wrong with how we close menus and submenus as submenus are opened and closed based on mouse interaction. In particular, we seem to sometimes close the whole menu hierarchy when only a single submenu should have been closed.

Method 1 (similar to report from UDN):

• Extend Play mode options menu with an asset picker.
• Open the asset picker submenu and let it stay open.
• Move mouse up to hover the "Net Mode" menu.
  Observe: this correctly closes the asset picker and opens the "Net Mode" submenu.
• Move mouse further up above the "Net Mode" menu entry.
  Observe: the whole Play options menu closes.
  Expected: only the "Net Mode" submenu closes and the Play options menu stays open.

Method 2 (easy to repro, probably same issue):

• Prepare: Make sure you have both favorite and recent levels.
• Open the "File" menu of the level editor.
• Click "Favorite Levels".
• Click "Recent Levels" before its submenu opens because you are hovering it.
• Click "Favorite Levels" before its submenu opens because you are hovering it.
• Move the mouse down to hover "Recent Levels" without clicking.
  Observe: the "File" menu closes.
  Expected: the "Favorite Levels" submenu closes and the "Recent Levels" submenu opens.