Hello I have the exact same problem but cannot implement the solution because I have stand alone xaml and no App.xaml

Here is my code

<Menu Name="MainMenu115" Width="1002" Height="25" Margin=" 0,160,20,50" VerticalAlignment="Top" HorizontalAlignment="Left" Background="#FF1B9E3E" Foreground="White" >
<MenuItem Name="MainMenuItem116" Header="New Menu 116" Width="125" Height="25" VerticalAlignment="Top" HorizontalAlignment="Left" Background="#FF1B9E3E" Foreground="White" />
</Menu>

It displays blue background when menu item is highlighted