Compared to gtk2, the highlighting of active (clicked) menu bar items lacks a 3D border, even if -GtkMenuBar-shadow-type : out; is set. As a consequence, the highlighted background of the menubar item is too small, several pixels smaller than the menu item list below, which looks inconsistent. In Gtk2, the 3D border works, and the left edge of the highlighted menubar item lines up nicely with the left edge of the menu item list below it.
-GtkMenuBar-shadow-type is actualy the border of the menubar not the menu buttons them self. However -GtkMenuItem-selected-shadow-type is and it isn't working indeed. In Gtk3 they "dropped" -GtkMenuItem-selected-shadow-type in favor of .menuitem:hover {border-style }. Thank you for reporting. I fixed the engine and default themes. This is fixed in 6cbd8df and 3986032