On my website, the first link at the top of the mega menu, which serves as the column title is not clickable even though it is a page and should be clickable.
When you click on it, nothing happens.
Here is my site link, http://hadassahdesigns.com/unth/
Please refer to the attached screencast to know how it is working fine for me.
Which browser are you using?
Could you please try using a different browser?