There's no menu on the window. It's a dialog box with no way to close it.
[Edit] It's since made sense... but single-clicking on the menu at the top of the screen briefly shows something, but it doesn't stay open, so I didn't think it was associated with the dialog.
I don't know why Apple made the decisions they made, but we have to keep in mind that GUIs were novel to both developers and users back in the day. It is probable that Apple tested both click & release and click & hold on users, with the results indicating the latter was a better solution. Why would disappearing menus be a better solution? Perhaps people got trapped in menus when they stayed up after releasing the mouse button. We are talking about the early 1980's here, which was a time when some people were quite intimidated by computers. Few of those who had used computers would have encountered a mouse before. (Think of the famous scene with Scotty using a Mac in Star Trek IV.) Something like clicking on an unused area of the screen to make the menu go away would not have been intuitive, while some would have feared unintended consequences from clicking on the wrong thing.
On the original Mac, you had to hold the mouse button down while making a menu item selection.
I am not sure why they didn’t do what Windows later did, and allow users to open the menu with a click, and select an item with a second click, but it might be as simple as that the thought hadn’t crossed their mind.
As a user that started my GUI life on an older Mac, hold-release menus always felt intuitive and "sticky menus" really felt weird when I first encountered them.
The logic behind that initial design was that menus were really just "buttons with options" and a mouseup should initiate an action. The menus had few items so there wasn't much dragging involved.
As software evolved, menus grew and spending an entire click on "present me with your selection of options" just became sensible.
the menu at the top of the screen was always associated with the application you were running on the macintosh
this is from 01987
its discoverability was pretty decent compared to the other user interfaces that were popular in 01987, like ms-dos, lotus 1-2-3, the bourne shell (no tab completion), the bsd c shell (control-d for filename completion), emacs, vi, commodore 64 basic, vax vms dcl, etc.
[Edit] It's since made sense... but single-clicking on the menu at the top of the screen briefly shows something, but it doesn't stay open, so I didn't think it was associated with the dialog.
It's a horrible UI in terms of discoverability.