I verified the behavior. However, I'm not sure what the cause is (other than FF bug) or what the workaround might be. This is a very minor cosmetic issue, so unless anyone has a good idea of how to fix it I don't plan on spending any time looking into it real soon.
FYI, the "blue dot" is the invisible focus element that Ext creates being outlined by the browser. This also affects sub-menus shown in Ext menus. It's now fixed in SVN.