Added MSG_GUI_[OPEN/CLOSE]` for main menu and selector.

[ohlidalp]

Fixes issue with "Skip main menu" setting not working.
Remake of #2680

[tritonas00]

it opens like

[ohlidalp]

it opens like

I tried all scenarios and this doesn't happen (I'm using OpenGL renderer, Dx9 doesn't build for me).
Must be linux-specific. Try adding this before the message loop:

// Hack - force rendering image to properly init DearIMGUI
App::GetGuiManager()->GetLoadingWindow()->SetProgress(100, "Hack", /*renderFrame=*/true);
App::GetGuiManager()->SetVisible_LoadingWindow(false);

[tritonas00]

Try adding this before the message loop:

worked fine! 👍

Back to menu results an empty background with this PR

[tritonas00]

Main Menu and Selector seem to show/hide when they should.