I open start menu and then choose for example Games and then Puzzle. But after Games there is now arrow like after puzzle. There is just about 0.5 cm desktop background and then comes games submenu. After Puzzle the arrow is there (going to specific puzzle games)...
If you are wondering about the space you see when the flyout menu is
Yes... It is annoying.
displayed as you choose Games... I believe it's a "feature" which is default with your version combination. Mine does the same.
I'm the only user who has this "space" there. I remembered now, that I changed in .kde/share/config/kickerrc MenuEntryHeight to 16 (to get smaller start menu). But I don't know, whether after this described space appeared. Somewhere in the beginning everything was OK.