Are you switching users from the Windows 10 menu?
There is a bug / design feature in the OS where that menu will not close itself after a user switch and so it will remain open. So when you switch back it will look like the menu has opened, but in reality it did not close.
The Start10 Windows 7 style and Modern style menus will not experience this as they do correctly close the menu on a switch.
The other possibility is your computer is set in tablet mode where every app runs fullscreen and the OS start menu is fullscreen. The OS will then open the fullscreen OS menu on a switch. This is a feature of the OS and tablet mode.