Fix handling events from their items in submenu itself

This previously worked in wxGTK, but not in wxMSW and even under wxGTK
it could be surprising that the submenu got the event, but its parent
menu did not.

Make things consistent between the platforms and send the event to the
menu directly containing it first, but then also to its parent menu(s).

Document the new behaviour and verify that it works as intended with a
new unit test.

Closes #18202.

docs/changes.txt

@@ -112,6 +112,7 @@ All (GUI):
 - Add support for style="page-break-inside:avoid" to <div> in wxHTML.
 - Support strike-through in wxDataViewItem attributes (approach, Igor Korot).
 - Allow distinguishing between user- and script-opened windows in wxWebView.
+- Allow binding to events generated by their items in submenus too.
 
 wxGTK: