Full screen does not seem to make a difference for me. Having said that, in playing around with the Appearance (theme and Liquid Glass) settings and the Accessibility > Display settings (contact and transparency), I did see something like what you describe in the settings window. I saw it twice, actually...the first time the settings name (title at the top of the pane) was gone entirely, the second time the title remained but the navigation buttons had an inappropriate background shading. In both cases, quitting and relaunching the System Settings app fixed the issue (the right side is 'normal').

I will note that this was not reproducible for me – it happened twice among a whole bunch of settings changes.
There have been lots of graphical bugs with light/dark theme and icon/widget style, e.g. for a while the Clock app in the Dock had white hands on a white face so they could not be seen. I suspect this is another example of this.
Bugs can be reported to Apple here:
Feedback - macOS - Apple
It would be most helpful if you can list the steps to reproduce the issue in the report you file with Apple. I could not find a reproducible set of them on my Mac.