Please run the following test:

import java.awt.*;
import java.awt.event.*;
import java.awt.image.*;
import javax.swing.*;

public class ColorTest extends JFrame {

    private JMenu menu;

    private void UI() {

        setSize(300, 300);
        getContentPane().setBackground(Color.BLUE);

        int sz = 50;
        BufferedImage img = new BufferedImage(sz, sz, BufferedImage.TYPE_INT_RGB);
        Graphics g = img.getGraphics();
        g.setColor(Color.BLUE);
        g.fillRect(0, 0, sz, sz);
        ImageIcon ii = new ImageIcon(img);

        JMenuBar menuBar = new JMenuBar();
        menu = new JMenu("menu");
        menuBar.add(menu);
        menu.add(new JMenuItem("test", ii));
        setJMenuBar(menuBar);

        setVisible(true);
    }

    public ColorTest() throws Exception { EventQueue.invokeAndWait(this::UI); }

    private static void delay(int ms) {
        try { Thread.sleep(ms); } catch (Exception e) {}
    }

    private void run() throws Exception {

        Robot r = new Robot();
        delay(700);

        Point pt = getLocationOnScreen();
        System.out.println("color = " + r.getPixelColor(pt.x + 50, pt.y + 50));

        pt = menu.getLocationOnScreen();
        r.mouseMove(pt.x + 5, pt.y + 5);
        r.mousePress(InputEvent.BUTTON1_MASK);
        delay(100);
        r.mouseRelease(InputEvent.BUTTON1_MASK);

        delay(700);
        System.out.println("color = " + r.getPixelColor(pt.x + 40, pt.y + 40));

        delay(700);
        dispose();
    }

    public static void main(String[] args) throws Exception { (new ColorTest()).run(); }
}

the output is:
OS X 10.10 (JDK9 b104)
  color = java.awt.Color[r=0,g=0,b=255]
  color = java.awt.Color[r=0,g=0,b=248]

Windows, Linux - the same color (as expected):
  color = java.awt.Color[r=0,g=0,b=255]
  color = java.awt.Color[r=0,g=0,b=255]