I'm wondering if there is a confusion between the full screen mode achieved through shift-F and the OSX full screen mode. In my testing the green dot has consistently appeared regardless of the menu bar hide option being hidden or not (in OSX full screen mode achieved by clicking the green dot when LR is in window mode). In full screen mode using shift-F and with the menu bar hidden though that option (has nothing to do with the menu bar being hidden in general preferences) and in this case the green dot will NOT show up and it shouldn't.