I created a simple menu example. I added it to a gray background header and replicated the issue. This my simple menu:
<!-- wp:navigation-submenu {"label":"Directions","type":"page","id":11,"url":"#","kind":"post-type","textColor":"base-2","style":{"color":{"background":"#1a4548"},"elements":{"link":{"color":{"text":"var:preset|color|base-2"}}}}} -->
<!-- wp:navigation-link {"label":"Left","type":"page","id":12,"url":"#","kind":"post-type"} /-->
<!-- wp:navigation-link {"label":"Straight","type":"page","id":13,"url":"#","kind":"post-type"} /-->
<!-- wp:navigation-link {"label":"Right","type":"page","id":14,"url":"#","kind":"post-type"} /-->
<!-- /wp:navigation-submenu -->
<!-- wp:navigation-submenu {"label":"More","type":"page","id":11,"url":"https://friendsofscarlettmitchellwoods.azurewebsites.net/more/","kind":"post-type","textColor":"base-2","style":{"color":{"background":"#1a4548"},"elements":{"link":{"color":{"text":"var:preset|color|base-2"}}}}} -->
<!-- wp:navigation-link {"label":"Down","url":"#","kind":"custom"} /-->
<!-- wp:navigation-link {"label":"Up","type":"page","id":426,"url":"#","kind":"post-type"} /-->
<!-- /wp:navigation-submenu -->
<!-- wp:navigation-link {"label":"Stuff","type":"page","id":19,"url":"#","kind":"post-type"} /-->
This is the simple header:
<!-- wp:group {"backgroundColor":"contrast-3","layout":{"type":"default"}} -->
<div class="wp-block-group has-contrast-3-background-color has-background"><!-- wp:group {"layout":{"type":"constrained","contentSize":"1000px"}} -->
<div class="wp-block-group"><!-- wp:group {"style":{"spacing":{"padding":{"top":"var:preset|spacing|20","bottom":"var:preset|spacing|20"}}},"layout":{"type":"flex","flexWrap":"nowrap"}} -->
<div class="wp-block-group" style="padding-top:var(--wp--preset--spacing--20);padding-bottom:var(--wp--preset--spacing--20)"><!-- wp:navigation {"ref":1815} /--></div>
<!-- /wp:group --></div>
<!-- /wp:group --></div>
<!-- /wp:group -->