Relatively minor style issue and happens here on xenforo.com
Hard to explain but here's a screenie below.
When browser window is contracted (made a smaller width), the members dropdown box loses its position and doesn't "bind" to the above window.
Tested in FF 8
Affects XF v1.0.4 too, so perhaps a legacy thing carried over.
It doesn't affect the Useful Searches dropdown. Thought I'd test that whilst there, that box disappears happily when clicked away from. Coolio.