This impact the menu style.
When a widget-style is defined at the menuItem level, and the menuItem is selected, the widget-style of the item is pushed in the link level of the menuItem.
Adrian explain that :
In the "old days" screen widgets had styles assigned at a very granular level. Around 2007 or so, that was changed so only a widget's container (an HTML <div> for example) was styled, and the elements it contained were styled with descendent CSS selectors (CSS inheritance).
You can see that concept at work here:
"...styles should be applied to containers, and the container's style should style all of the elements it contains."
Don't assume the widget code is correct. It may be in need of an update.