This is a case of quirks and standards-compliant mode. A page with a correct doctype will be rendered by the browser in standards-compliant mode. A page with a wrong/invalid doctype (or in your example an incorrect paragraph line above the doctype) or with no doctype will be rendered by the browser in quirksmode.
In quirks mode, the browser attempts to render code based on a best-guess and in standards mode it will be rendered based on the declaration and it's standards.
So if your menu has a wrong margin in standards mode, it's either a problem with your css or it's a browser bug.
