That's a weird bug. I can't say I've ever heard of that problem happening, though. It sounds like Windows is hiding the display screen whenever you open a context menu. There certainly isn't anything like that in OpenLP - we try our best to never hide the display screen unless the user requests it.
Here's a long shot. Go into the settings, and on the General section, look for the "Hide mouse cursor when over display window" in the "UI Settings" area. Fiddle with that and see if it makes a difference?