run attached sample:

import javafx.application.Application;
import javafx.collections.ObservableList;
import javafx.event.ActionEvent;
import javafx.event.EventHandler;
import javafx.scene.Group;
import javafx.scene.Scene;
import javafx.scene.control.MenuItem;
import javafx.scene.control.SplitMenuButton;
import javafx.stage.Stage;

public class SplitMenuButtonBug extends Application {

SplitMenuButton testSplitMenuButton;
    
    @Override
    public void start(Stage stage) {
        ObservableList<MenuItem> testMenuItems = javafx.collections.FXCollections.<MenuItem>observableArrayList();
        for (int indx = 1; indx <= 5; indx++) {
            MenuItem mi = new MenuItem();
            mi.setText("Test MenuItem -" + indx);
            mi.setOnAction(new EventHandler<ActionEvent>() {

                @Override
                public void handle(ActionEvent e) {
                    System.out.println(e.getTarget());
                }
            });
            testMenuItems.add(mi);
        }

        testSplitMenuButton = new SplitMenuButton();
        testSplitMenuButton.getItems().clear();
        testSplitMenuButton.getItems().addAll(testMenuItems);
        testSplitMenuButton.setText("Test Menu");
        
        testSplitMenuButton.setOnAction(new EventHandler<ActionEvent>(){

            @Override
            public void handle(ActionEvent t) { //Is not called.
                System.out.println("catch");
                System.out.println(t);
            }
        });

        Scene scene = new Scene(new Group(testSplitMenuButton), 300, 300);
        stage.setScene(scene);
        stage.show();
    }

    public static void main(String[] args) {
        launch(args);
    }
}


I expect, that pressing on split menu button, I see "catch" at least.