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Most panel and plasma menus when opened, close when they lose focus (such as the behaviour seen with Kickoff). However, some do not. The calander requires the user to click once more on the time and date in the bottom right to close the calender. This is the same for the Plasma Tool Box button in the top right. Once opened the user has to click the Tool Box button again to close it. So there is inconsitency in the behaviour here that could be improved.

I agree with this - although I'm not sure if there is any way to enforce a rule - I think it depends on how the developer sets up the widget.

Please file specific bug reports for each of the widgets you have a problem with. Without knowing which widgets are a problem it is not possible to fix this.