Hi,
When you display a category listing page and that you click on one of the categories of the listing, you will see the listing of categories based on that new category, but you are still on the same page. Which is why you stay on the same menu.
I understand that you have two menus. One for your main category, and one for a sub category. And the menu doesn't switch from one to another as long as you don't click on the menu itself. That's actually the normal behavior. The system is not meant to be used that way. Usually, people only have one menu going to their shop and want the system to keep the same menu activate when browsing the categories of their shop. Or they have several trees of categories distinct from one another and one menu per categores tree.