Dear User,
Good day!!
Apologies for the inconvenience caused and please don’t worry, let’s work together on your concern and move towards a resolution path.
I understand your concern and would like to let you know that the options you have set in the Office apps are correct options to make your pages to be in dark mode because when I have tested the behavior by changing the Office theme to Black, the pages in my Word document also changed to black automatically and here are my test results:

UI in the Word documents:

In your second screenshot, it seems you are not having the Dark Mode in the View tab and in this situation, I would like to suggest you try the following suggestions and check the behavior at your end:
Suggestion 1: Make sure your Office apps are up to date.
Open the Word app> Account> Update Options> Update Now> Restart your PC and check the outcome by going to View tab and click on Switch Modes.
If the problem persists, please try the suggestion 2: Changing the theme and setting back to Black.
Open the Word app> Account> Change the Office theme to Colorful> Quit all Office apps including Outlook> Re-open Word app> Account> Change it to Black> Check the outcome.
If nothing works, I would like to suggest you perform Online Repair to the Office apps and check the behavior. Reference: Repair an Office application - Microsoft Support
If still the same issue, can you please provide the screenshot of Word app Account page? Open the Word app> Account> Take a screenshot and share with us.
Note: Our sincere apologies if none of the suggestions didn’t help but we will further investigate on the issue and guide you in right direction.
Appreciate your patience and understanding. Have a great day!!
Best Regards,
Sophia