I don’t see the option to change background color under customizer>colors>Primary Navigation
Have you tried changing the Navigation Background as you mentioned in your own reply?
It gives me these options:
Colors
Global Colors
Navigation Background
Navigation Text
Sub-Menu Background
Sub-Menu Text
Each of those options has three sub-options:
The first one is initial, the second one is hover and the third one is current.
You can hover over each of the options to see the tooltip instruction:
https://www.screencast.com/t/v3nDEATB
Let me know if this makes sense.