Why don't applications opened as root use global menu?
For an application to use the global menu the environment variable $UBUNTU_MENUPROXY needs to be set to to the name of the menuproxy library to be used. For security reasons this variable is cleared when using sudo etc. to run a program as root.
As a side effect this indicates which programs are run as root, otherwise it may be not always clear that the items in the global menu belong to a program running as root.
As this are good reasons for the current behaviour I don't expect it to be changed.