This may have to do with padding, spacing and borders. There are default padding and borders applied to the menus, which will affect the width of the menu. You will have to either change the width of the menu items to accommodate for these or change the padding and borders to accommodate for the width of the menu.
To change the default padding, click on the menu and Edit Theme in the properties inspector. In the box tab of the interface, you can set the padding to 0. To change the borders, you can click on the Design tab of the same interface.