You can make the start of a new audio track less noticeable by fading the track in, but there's no way to get away from a new audio & video background on a menu page. When you watch retail movie DVDs, you'll see that they often have a transition whenever a button's clicked -- the audio of the transition will usually fade out, & together with the target menu audio fading in, you get away from the obvious, silent pause.

There's been some discussion a while back about using title video with BOV for menus. If you created multi-angle video, where the angles represented different menu pages, you could keep one continuous audio track throughout. You'd probably still use standard menus, but more as dummies with auto-activate buttons to go to the video menu -- that way when someone hit the menu button on the remote, the menu video would appear. I don't know for sure of anyone doing a DVD like this, but one of the Monty Python DVDs *Might* have.