If you need to switch structures without leaving the current Structure widget, instead of using the Structure menu, click the name of the structure inside the widget:
If the structure you need is listed under the Recent Structures or Favorite Structures list, click the name to open it.
If the structure you are looking for is not listed, start typing the name into the Search Structure box at the top to see a list of matching structures.
Apart from choosing structures, you can also use this drop-down to run text and JQL searches, see the clipboard contents and - if you have Structure.Pages installed - search for Confluence pages. All of these options are available under the Tools section of the menu, when using Structure Board or Structure on the Project Page