Ignore the bit about multi-level tree menu's, if you set a link on the parent then it fails to expand/contact the children but it you leave it blank it works fine.

I think you answered your own question.

But I'll add to the docs:
"For a branch with children that branch can be set to be initially expanded or contracted. Note that the expand/contract setting may not do anything; some menu types don't use it, and if you enter a Link then it probably would be displayed auto-expanded anyway (due to clickability on the parent being used to open that link, not expand)."

I ran an actual test, it displays as per the above documentation. i.e. expand/contract is ignored, and it's auto-expanded, if a Link is given on the parent.

Any menu type may do what it wants. It is conceivable of a menu type with separate expand/contract icons, but none has been written so far because users would probably find such a menu overly technical for a public-facing website.