In order to passing props to TransitionComponent, you have to use TransitionProps.

<Menu
    // ...
    TransitionComponent={Slide}
    TransitionProps={{
        direction: 'down',
        unmountOnExit: true,
    }}
    // ...
>
    {/* ... */}
</Menu>

Reference: https://mui.com/material-ui/api/popover/#popover-prop-TransitionProps