Tried and proven solution thanks to everyone who had commented above!
In the web browser, hover the button to let sub menu appear. Move your mouse to the item under the sub menu and right click, prompting the browser choices appear. Leave that open and ignore it.
Go to your UIPath Studio and select on “Indicate on Screen” for your “Click” activity. If your sub menu still remain open without the right click browser prompt, congratulations, you will now be able to select the sub menu as it “hang” on the screen, ready for your Click to capture the UI for selecting.