This irks me about Unity. I have to run several gsettings commands after a new install to get rid of those dumb overlay scrollbars and to return the menu to the window that owns it. I leave the control buttons on the upper left, I kind of like them there but I can't stand overlay scrollbars and really dislike having to move the mouse all the way to the top just to work with the menu for an application which is why I do the gsettings thing. It's also what turns me off about the Mac, one menu at the top shared for the active app.

Edit: I also run some gsettings commands to turn menu icons back on. Also, you can return menus to the owning application in the Unity UI, right-click the Desktop, Change Desktop Background, select Behavior tab and it's there.