Separators in menus use the Highlight and Shadow colors here, if you are using light text on a dark background:
(If you are using normal dark text on a light background, separators are normally drawn using Windows visual styles.)
(Turning on "Preferences / Toolbars / Appearance / Use Office 2003-style for toolbars" will also change things, and is not recommended these days, if you want an inverted/dark look like in your screenshot.)