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When I see "Contact" button in the header along with other menu items that lead to some page I expect "Contact" button link to the contact page not to open this dialog:
I have to close this dialog and I consider this unexpected pop up to be bad UX. The picture below is the menu with the "Contact me" button from which I expect to link to a page, not trigger that pop up.
Is it good usability decision to implement mailto: link into such menu?
As "Contact me" may refer to multiple things, it is not an example of good UX, I am afraid.
I think most Users would expect seeing a list of contact options, which would be the most recommended solution, or a contact form.
You can apply a quick fix, though, by replacing "Contact me" with "Email me" in the menu. Then at least it would be quite clear what is going to happen.
However, remember that some Users may have no email client app installed, and in this case the link would not work at all. Or, they may want to use another email account to contact you (e.g. they may be on their work computer but may want to send the email from their private address). So a possibility to see the email address would be a good thing here.
