it might be a headpiece that triggers a field effect. Something like the bunnygirl hood or any of the cursed vampire equipment will trigger this. In game dev speak, it basically triggers a common event when equipped, which forces the menu to close.
It is the headpiece of The Bunny Girl Ears that triggers the field effect as you mentioned. If I were to equip it or select another headpiece while the Ears are currently equipped, it forces the menu to close. Would like to see this fixed later on.