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Hello Tracey,
thanks for asking.
Actually, once you have selected VLC from the menu, the menu should 
go away and VLC should become the front most application as a file 
was just opened with it (it does here, just tried).
This behaviour should not differ between the two scenarios you 
mention as the code doesn't differentiate them.
What is different, though, is that if you press Menu after launching 
a file from within the VLC Behaviour's context menu, you'll return to 
the launch menu more or less deep into the context menu rather than 
the root level of the context menu. You can always (no matter where 
you are in the menu) return to the root level of the context menu of 
the currently running up by first holding left to return to the 
menu's global root level, then pressing menu twice to hide it first, 
then reopen it at the context menu level of the currently active 
Behaviour.
If you didn't mean that, please let me know.
Best regards, 
Felix