I went further into this issue. I have been genius.
Logically and simply, the issue occurs when I right-click anywhere in an empty space.
And I noticed it when the nVIDIA driver is installed.
So I thought to remove the "nVIDIA Control Panel context menu
" from Right-Click, I searched online on how to do that and issue is gone. I tried it more few times to re-check (Add the key for nVIDIA control panel right click) and then remove it. Whenever the nVIDIA Control Panel context menu is shown along with the Intel graphics latest driver in the Right-Click, the issue occurs, and whenever the nVIDIA Control Panel context menu is removed from Right-Click leaving only the Intel Control Panel, the issue goes away
However, this issue doesn't occur when an older driver for Intel Graphics is installed as I said before even if nVIDIA Control Panel Context menu is shown in Right-Click.
So, looks like this sounds a conflict with both the Context Menus for nVIDIA and Intel (The new version)?