Header Menu Links disappear after clicking link

Hey, so my header menu is giving me some issues. When I click on any menu item it will then automatically hide the link in the header menu while I'm on that page or pages. For example, a drop-down menu gets clicked, I go to that page, but then I cannot see any sub-items, it is a blank space in my header menu. I can't figure it out for the life of me. Kind of hard to explain but if you go to the site and click a sub menu item and then look back at the header you will see what I mean. Thank you for your help!