Menu changes after "show on all pages in this section"

On the top of my page, I have a menu bar with a box in color and a logo inside.
I made it for all devices and nothing is grouped. When created I group so it does “stick to page top” and “stack”. After that, I select “show on all pages in this section”. Why is the menu now changed in the 3 top levels of the “device” mode?

I created I video to show what did happen but I am not able to share this… so I try with screen shots…

First screen shot is taken before I did select “show on all pages in this section”
Second screen shot is taken after I did select “show on all pages in this section”

Is there something I do wrong?

Not sure what’s going on, why don’t you send me video and project file via wetransfer.com (feedback@sparkleapp.com).

Video I did send… project file not yet.
Its a test project as it is my first project with the software.