Certain themes are more complete in that they do change colors for (almost) all window elements. Qute4PM seems to be right in all aspects while the black GTK is incomplete. In second screenshot it's not the default PM theme (capisco l'italiano abbastanza bene
) but some other that does not change all the colors.
Compact Moon does not attempt to change any colors, it only changes the aspect of the active elements (buttons, input boxes etc) and the spacing between them. As such, the colors remain those of the current GTK theme. Also please note (in case you didn't know) there is an additional add-on called Compact Moon Options
that can further tweak the aspect of certain elements.
In my screenshots the GTK2 theme is the default grey while the GTK3 theme I was able to customize to my own liking (pink); the Compact Moon theme has not touched the default GTK colors neither in my case nor in yours.
It is, admittedly, quite difficult to build a complete theme, more so when the underlying system can be so different as is the case with GTK2 and GTK3. Maybe there are themes out there that work correctly under both. I only stopped at Compact Moon because of the hardware limitations (screen size) and somehow it fits my visual preferences. I'm not affiliated with its author(s) or anything.
You could always edit your favorite theme(s) by copying settings from other more complete themes. It will take some time, maybe a lot of time, but once you're done you''ll be happy and also proud of yourself.