This has been discussed and answered so many times:
The GSX menu disappears automatically after a *variable* time, which has been selected depending on the operation, and also the *effect* of what will happen after a timeout changes depending on the operation, in some cases it won't do anything, in other cases it will choose a default and proceed.
This because the way GSX works, you open the menu, select a command, and then you might not need the menu for some time, and nothing useful appears on the menu that would need justify keeping it open ( like a moving map, for example.
So, the menu stays on screen only when is really required, so it won't cover instruments and, most importantly, won't "steal" all the numeric keys from the simulator, which might be used for other functions/instruments/efbs, etc. and with the different timeouts times and effects, will allow to operate GSX without having to press extra keys if you are ok for the default choice, like when selecting some operator, which has a short timeout time and a default choice.
In addition to that, other than stealing keys from the sim, keeping the menu open has also an impact on performances, because the menu items would need to be kept refreshed continuously (for example when the status of an in-progress operation changes), opposite to how it is now, when the menu entries are only refreshed when the menu opens.
