I'm trying. I've moved over here for the most part, but there are a handful of Reddit subs that I enjoy that don't really have similar communities on Lemmy. I'm subscribed to those subs in my RSS reader now, so I don't actually have to open Reddit unless I come across a post where I want to see the comments.
I've been having this problem recently as well. The only way I could get it to respect the theme was to enable the Title Bar option in the Customize Toolbar settings. It's not my favorite look, but it at least matches everything else.