Hi there,
in Customizer > Layout > Primary Navigation there are 2 options:
1. Navigation Width. Set this to full – If you had a background color then the color would extend full width.
2. Inner Navigation Width – the menu items would extend full width.
You have to set both to Full width if you wan the menus to extend.
The Sticky Navigation background color uses whatever you set in the Colors > Primary Navigation, so you can set it to transparent there.