Confirmed in a clean default profile with a default NS 1.9.8.1 as the only extension.
The second screenshot is confusing wrt the description: there appear to be other extensions besides NS installed, and the NS settings appear to be customised.
If the object of the report is to help Giorgio to fix stuff, it's going to be more helpful to him to eliminate any effects of other extensions by illustrating the effects of NS only.
Unconfirmed too. All you have to do to get the menus to display properly is Allow just the top level site. Standard Operating Procedure for problematic sites, if I recall correctly. By the way, that site is a real CPU hog and consequently painful to test.
Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.9.1.2) Gecko/20090729 Firefox/3.5.2