Oh, it just occurred to me. when you click on the menu, I bet it stops rendering the other window. the GPU / CPU is then free to focus on your current window. Thus performance benefits from less overhead.
of course, cant know for sure without a test.
I moved my main world camera up to an animating texture I have, opened up a window with a chair as a component. clicked on a menu… bam. main window no longer renders. FPS shot up to 120 for me.