We don't generally override down for setting the pressed state of menu buttons, instead we use the checked state, which is subtly different visually.
Moreover, using onPressed here causes a weird behaviour where any subsequent press after clicking the "highlight changed settings" menu item will re-open the menu on wayland, probably caused by the same source as https://bugs.kde.org/show_bug.cgi?id=464855 . Using onToggled instead will prevent this.