There is an issue with the Global Menu, the menus in the Desktop do not reflect the folder, instead, it shows the folders in the Home directory.
It is showing the Nemo-desktop menu I.e. the app that is supplying the desktop icons.
That is expected behaviour.
Indeed expected.
Documents shows /home/$User/Documents
Music shows /home/$User/Music
…etc, just a trick with
Files which shows in fact /home/$User/Downloads
Think these as a « places » applet.
See https://gitlab.com/vala-panel-project/vala-panel-appmenu/-/issues/325 to talk with the author of global-menu-applet.