Here is how the context menu appears currently on Ubuntu 20.04 when I press Alt + Space on an active window. The items don't have underlined access. So I have to use arrow keys to navigate and press enter.
Here is how I want the context menu to appear. Just pressing the underlined character must execute the menu item.
In my opinion, this is about the changed display manager after Ubuntu 16.04. Ubuntu 16.04 used
lightdm and from Ubuntu 18.04 it got changed to