I installed it, hid the app, and tried it out a few times, and then I forgot where it was and noticed that the icon was still there and wouldn't go away.
I think it's a deeper issue than just that if it's staying up in the menu bar without the application running and without Spotlight being able to find it.
Run
Code:
find / -type d -name 'BlueStacks' 2> /dev/null
from the command line and see what directories it outputs