Windows 10-64 build 1909. Sound Forge 14.0 Build 130. Happens in both 32 and 64 bit. Easily reproduced:
1. Open Sound Forge and open one audio file. Doesn't matter what it is.
2. Close Sound Forge while the audio file is still open.
3. Open Sound Forge again. The audio file should automatically open with it.
4. Close the audio file. The file menu disappears.
I've found you can still use the keyboard shortcuts for New and Open, but the file menu won't appear once the file has been opened.