The light colored right-click desktop menu is how the menu is expected to appear in Ubuntu 20.04. Ubuntu uses a light theme for Gnome Shell. That right-click menu is controlled by the Gnome Shell theme, not by your GTK theme that detemines the appearance of windows, title bars, widgets, etc.
You can change the shell theme to a dark color. That requires you to install the "User themes" extension first. See here for details. Once that extension is installed, you will be able to change the Gnome Shell theme on the "Appearance" tab in "Gnome Tweaks". Choose "Yaru Dark" to revert the colors of both Gnome Shell (Calender drop down, user menu, etc) and the desktop right-clikc menu to dark.