Probably because Microsoft has coded Windows Explorer in such a way that is does not get skinned. Just the title bar at the very top gets skinned. I don't think Microsoft is very friendly toward custom desktop themes aka windowblinds. Some people get better results with system patches in order to change to a more stylish and better looking theme, but that comes with some risks, dangers and trade offs. I don't use those system patches because of the risk involved. Windowblinds is a safer way to go, even with the limitations created by Microsoft. 

Recommendation: If you don’t like the look of some areas in Windows 11, I highly recommend getting Windhawk so you can change it to look more like Windows 10! It’s FREE! Get it here: ( https://windhawk.net/ )

I have used it for a long time, it's great! 

Hi LightStart
I'm suprised to hear this. I would think that you use Start11 and WindowBlinds.
Do you use Windhawk in combination with Start11 and WindowBlinds?

I sure do, no problems either.

Tread carefully with that as it may cause compatibility issues depending on what mod you enable.

Please also make sure to let us know if you are using it when reporting any bugs.