sidebar: Use a proper checked state for the menu button

We don't generally override down for setting the pressed state of menu
buttons, instead we use the checked state, which is subtly different
visually.

Moreover, using onPressed here causes a weird behaviour where any
subsequent press after clicking the "highlight changed settings" menu
item will re-open the menu on wayland, probably caused by the same
source as https://bugs.kde.org/show_bug.cgi?id=464855 . Using onToggled
instead will prevent this.

BUG: 464536