I've consistently had this issue. There's no keyboard shortcut for the menu, and my mouse won't go all the way to the left of the screen once the Unity logo dissapears and no matter what I do I can't click the menu button (or I can click it, but nothing happens).
Tried 720p, 800p, 1080p windowed/fullscreen - no luck. As a Unity guy myself, I don't think the fact I'm on Linux makes much of a difference.
I was able to get this to work months ago, but now I've re-downloaded it, I just can't.