Hi,
That left module is a menu items module. It's not a HikaShop module. Would you replace all the menu items displayed by it with Joomla articles and Joomla categories, you would have the same issue.
So the behavior of that module depends on the code of that module and you should contact the developer of that module, and if you're using the default menu module of Joomla, that's something to ask on forum.joomla.org
However, I'm afraid that if you want to keep using the menu module you're currently using, you would have to modify the code of the module to handle the "closing" of the sub menu items panel. Your menu module probably works as an accordion and not as a "dropdown", so that means that to close the panel of sub menu items of a main menu item, you need to select another main menu item.
You'll find plenty of alternatives for menu modules on the Joomla Extensions Directory:
extensions.joomla.org/category/menu-systems/
Supposing that you're using Joomla's menu module, I would personally recommend to first post on forum.joomla.org about your issue and see if anyone has an easy solution you can implement.
And while waiting, I would investigate for another menu module on the JED. I'm sure several of them can work like you want it to.