Yes, this is a known bug in the RTM version of .NET 4.5. This KB article mentions it:
When you click a menu item to open a child window in the application, interactions with the menu and child windows behave incorrectly.
For example, you may experience the following:
- When you open a shortcut menu in the child window, the main window form takes the focus.
- You cannot use mnemonics to access a menu item.
As you can tell from the KB article, this bug was fixed quite a while ago. The bug fix was incorporated in a maintenance release first made available on January 8th of 2013. Be sure to allow Windows Update to deploy that update on your machine. Or download it from here.