You cannot use those events because RadMenuItem is handling them (the same happens with a standard Button). You should use the Click event on RadMenuItem or ItemClick on RadMenu.
All the best,
the Telerik team
Do you want to have your say when we set our development plans? Do you want to know when a feature you care about is added or when a bug fixed? Explore the Telerik Public Issue Tracking
system and vote to affect the priority of the items