If you really have selected the option in the primary menu, then something is breaking javascript in your site.
First make sure you clear your caches.
Next try deactivating ALL non weaver plugins, and see if that fixes the issue. If so reactivate one by one
Make sure you are not using any optimization plugin (or plugin option) that optimizes CSS and Javascript. These usually break the site
Try the Option “Fixed to top” that fixes the menu all the time and see if that one works