this arrow doesn't appear on top level JMenus only when they are submenus of other JMenu.
It seem (monotonously) consistent in its appearance using Metal here.

import javax.swing.*;
public class MenuArrows {
MenuArrows() {
JMenuBar mb = new JMenuBar();
JMenu root1 = new JMenu("Root Menu 1");
JMenu root2 = new JMenu("Root Menu 2");
addSubMenus(root1, 5);
addSubMenus(root2, 3);
mb.add(root1);
mb.add(root2);
JOptionPane.showMessageDialog(null, mb);
}
public void addSubMenus(JMenu parent, int number) {
for (int i=1; i<=number; i++) {
JMenu menu = new JMenu("Sub Menu " + i);
parent.add(menu);
addSubMenus(menu, number-1);
addMenuItems(menu, number);
}
}
public void addMenuItems(JMenu parent, int number) {
for(int i=1; i<=number; i++) {
parent.add(new JMenuItem("Item " + i));
}
}
public static void main(String[] args) {
Runnable r = new Runnable() {
@Override
public void run() {
new MenuArrows();
}
};
SwingUtilities.invokeLater(r);
}
}