Profile styles override default styles. If you don't want menu changed for blue style, edit templates/css/profile/blue.css , remove

Code:
#menu {
    width: 100%;
    margin-bottom: 2em;
}
#menu ul {
    font: bold 11px Arial;
    margin:0px;
    padding:0px;
    list-style: none;
}
#menu li {
    float: left;
    display: inline;
    background-color:#4e94d9;
}
#menu a {
    display: block;
    font-size:10pt;
    color: #fff;
    margin: 0 1px 0 0;
    padding:12px 0;
    letter-spacing: 1px;
    width:136.1px;
    text-align:center;
    background-image:none;
    background-color:#0067CE;
}
#menu a:hover {
    color: #FFFF00;
    text-decoration:underline;
}
You can modify the css to match your site design.