You're welcome, Alessandro. I'm sorry I forgot to mention that you can also use UberMenu. It offers more options. For more details, please see https://theme.co/apex/forum/t/extension-ubermenu/75.
We also appreciate your feedback. The phrase however is true. You really could customize your site endlessly. That does not mean though the everything is supported. That is not the meaning of the phrase. For example, the menu in your sample site is not good for user experience. Slight flick of the mouse and the menu moves making it hard to click. Our products were designed with best design and development standards and it's possible that such menu interface like your sample site was not added into the product because it could cause user experience issues.
There are also times where a little custom code is needed and we can help with that. What you're looking for however is menu behavior changes. The customizable phrase holds true to achieve that but this time, this requires complex coding and user development knowledge is required.