Well, what is worth noting is that SOME windows apps, notable OpenOffice, open context menu on mouse down too.
Now I agree that ideal would be to be 100% compliant with look&feel of target platform, but such a goal is difficult to achieve. I think that something like this, when some small difference is noticed after 15 years for the first time, I guess I am good with it. Changing this has potential risk of breaking BW compatibility.