Why do sticky posts show in this menu?

You are lacking a one underscore in parameter, it should be post__not_in.

Also the better way is to use caller_get_posts parameter (it will be deprecated and replaced with more aptly named ignore_sticky_posts in 3.1 that will do same thing) that will keep sticky posts in results if they fit, but will prevent them from jumping to the top.

See Sticky Post Parameters in Codex.