The ShiftNav menu item has two parts: the Link and the Submenu Activator (toggle)
Each menu item is, by default, a Link to another page on your site. Therefore, tapping that Link will follow the link and redirect you to the relevant page on your site (standard hyperlink behavior).
If you want the item to act as a toggle for the submenu, rather than a link to another page, then you can check the Disable Link setting on that menu item.
Once the link has been disabled, the entire item can act as a toggle for the submenu, since there is no link to follow.