As I posted, Core servers don't have a GUI, so that this option is missing.... is 100% correct!
-jN
Btw, I looked at the first minutes of the recording from the live stream.
It is possible to get the title bar dark for both active and inactive windows with a registry setting.
Most applications will respect that (I only have a couple of old ones that don't).
So I use a .reg-file to enable this on my systems.
More information here:
Enable Dark Title Bars with Custom Accent Color in Windows 10
This also works for the customize window, but some elements of the GUI are still white though.
-jN