One app menu style for every picker; links go Through me by default

- AppSelect / AppMenuButton (widgets/app_menu.dart): glass menu anchored
  to its button, check on the current item, keyboard and Esc; replaces
  the Material dropdowns in Settings, player settings, Jellyfin and the
  member menu. Material menus elsewhere get the same surface by theme.
- Link page: Through me is the main choice (you can't know which sites
  need cookies); Everyone / Server fetches it sit under "Other ways".

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

apps/desktop/lib/src/shell/app_shell.dart

@@ -379,7 +379,9 @@ class AppShellState extends State<AppShell> with SingleTickerProviderStateMixin
       if (error != null || !mounted) return error;
     }
     // Alone, a link plays direct: there is nobody to pass it on to.
-    if (media is LinkMedia && session.solo.peek()) media = LinkMedia(media.url, anyway: media.anyway);
+    if (media is LinkMedia && session.solo.peek()) {
+      media = LinkMedia(media.url, relay: LinkRelay.direct, anyway: media.anyway);
+    }
     final error = await session.coordinator.swapPicked(media);
     if (error != null || !mounted) return error;
     final f = session.lastForm;