KDE currently (4.8 is released, 4.9 beta 2 is released) has a bunch of applications where each application choses it's menubar. This is somewhat inconsistent. Dolphin for instance doesn't have a menubar whereas other applications don't have one.

Possible solutions?

There are a few possible solutions.

Hiding the menu by default

The most obvious one is to go the windows way, hide all menubars by default and make them visible when ALT + M is pressed. This however leaves some guess work. Also, some (key) KDE developers have already made it very clear that they won't be in support of hiding the menubar by default. This option is out of the question due to those limitations.

Don't hide the menubar, users can hide it

Something that will have to happen at some point in time anyway is making all KDE SC applications aware of the ALT + M keyboard shortcut that toggles the menubar. By default it's visible, if the user presses that key combination it's hidden. Obviously pressing the key combo again make it appear again.

Using appmenu

(lost the link to this one but it is going to be in "some" kde release) The appmenu is inspired by what Firefox and Opera have done in their new user interfaces since about 2011 or a bit earlier. They got rid of the menubar and instead added a bigger application button to the top left (where you usually only have the application icon). This bigger icon then pops up all the menubar entries. That seems to be the way to go forward in KDE and seems to be a general accepted idea.

Follow Mac

Mac is "hiding" the application menubar from the application itself for ages now. It shows them in the top bar and seems to be doing a quite well job at it. In both KDE and Gnome there is a "global menu" for this that adds support for this exact feature in both KDE and Gnome. Gnome seems to have accepted it and uses it since gnome 3. KDE doesn't seem to be willing to go this route. KDE rather chooses the above mentioned appmenu.