You have changed the Color Scheme only -- it affects Editor (syntax colors) mainly + VCS File Status and some other aspects.
To change the whole window you need to change GUI Theme at Settings/Preferences | Appearance & Behavior | Appearance | Theme
(HINT: search field helps a lot in narrowing it down).
You can also do that via View | Quick Switch Scheme...
(which is a much faster way than going via Settings screen)
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