Application menu needs two clicks to open first time in a session.
Usually I use whisker menu plugin mostly because xfce4-popup-applicationsmenu is broken (for a very long time) with keyboard shortcut (this used to be a long standing bug in old bugzilla but I didn't find it in gitlab). But I set up a laptop for a library here and I though that the default menu is simpler (and whisker menu doesn't look nice out of the bottom left corner and I want a top panel).
This issue is that at the first time the menu button is clicked (in a session, and I don't save sessions) it just selects the button and it needs another click to activate. It looks to me that either the xfce team should fix the default menu panel plugin (this issue plus the not working keyboard shortcut) or else choose whisker menu as the default. For the next release.
xfce4-panel-4.16.4-3 Fedora 36