Control panel and "save as" window missing dark theme.

The dark theme is a work in progress, it says in the flight notes of each build:

This is how it looks the part you mentioned in the most recent insider build (17711):


And this is how the ribbon looks now:

As you see, in each build it is improving.

I guess you're in the slow ring, you just have to switch to the fast ring and the build 17711 will appear in WU, but if you have always been in the slow ring, I would recommend that you stay there until Microsoft decides to release another build in that ring.