Had a very positive service response from Logitech Harmony team regarding adding this command to Harmony Remote. It is not that widely used today (as it is obsolete by Android TV design guidance), but there are still many legacy apps that utilize it.
You may need to remove your SHIELD TV & related activities and add them back again to make it work.
Can you give an example of a legacy app that uses the Menu command (and what function it provides)? TIA.