To reproduce:
1. Create a new project
2. In Hierarchy create a UI > Dropdown
3. Enter Play mode
4. Expand the dropdown and then press anywhere in the Game view. The dropdown should collapse
5. Exit Play mode
6. Select Canvas in the hierarchy
7. Add any Layout Group component (e.g. Vertical Layout Group)
8. Enter Play mode
9. Expand the dropdown and then press anywhere in the Game view. The dropdown doesn't collapse even if the dropdown is pressed. The only way to collapse the dropdown is to select anything in the dropdown list.

Reproduced on:
2017.4.0f1 2017.4.15f1 2018.2.15f1 2018.3.0b9 2019.1.0a8