using subdomains in menus

I’m trying to make my wordpress site look neat by having my about menu link as about.example.com and its submenus show up as about.example.com/staff_directory

I used a plugin called WP Subdomains (Revisited) and I managed to set up the about.example.com but the submenu didn’t show up under the main menu but instead it shows up as example.com/staff_directory

My question is, Is there a way to set up this? and is it worth the hassle? I really like the clean and organized look of subdomains and I could easily set it up when I hand coded pages but it seems so complicated with wordpress.