🚀 go-pugleaf

Don't know if this helps but...

I have a system tray app and i don't have that problem - i've just looked at 
the code (though i don't remember writting it lol) and i have the following:

   if (Message.Msg == WM_TRAYNOTIFY) <- this is the same as WM_SYSTRAYPOPUP
   {
      // Processes mouse events sent from the system tray
      if (Message.LParam == WM_RBUTTONUP)
      {
         /* Find the mouse cursor and popup the popupmenu at that location. 
The SetForegroundWindow
            and PostMessage calls fix an OS bug that prevents the menu from 
closing when the user
            clicks outside the menu. KB article Q135788
         */
         POINT WinPoint;
         GetCursorPos(&WinPoint);
         SetForegroundWindow(Handle);
         popSysTray->Popup(WinPoint.x, WinPoint.y);
         PostMessage(Handle, WM_NULL, 0, 0);
      }

as the comment says, there appears to be a bug in the OS - this works 
perfectly for me..

HTH

Mike C