If you try to style the Right column menu of RadApplicationMenu, your changes will not be persisted and applied to the control.

Workaround: 
FillPrimitive fill = (FillPrimitive)this.radRibbonBar1.RibbonBarElement.ApplicationButtonElement.DropDownMenu.RootElement.Children[0].Children[0].Children[2].Children[0].Children[2].Children[1].Children[0];
fill.BackColor = Color.Orange;
fill.BackColor2 = Color.Red;