Hi impresarte,
There is nothing built in to let you do that, and I do not think it is possible with purely CSS.
It is complex, but I think the only way to do it would be with the JavaScript API. You would need to add a class to the menu bar whilst a sub menu is open, then apply your styling to that class (that level of customisation is not something we cover under free or Pro support, so if you need more help with it you would need to contact a freelancer).
Oh, I didn’t know it was that hard to achieve :O
Anyway, thank you very much for the answer!
Cheers.