I don't know if it's a bug or a "feature" but submenu's show up differently if you are on a page other than the one with children or the home page. When I'm on the home page, or the page with the children below it, the menu shows up with a background color, otherwise, it's transparent and the + sign appears next to the menu item.

I've noticed this behavior with other Themebrain sites, so I think it has to do with something in their core coding.