The manual-menu and composed-menu editor previews load your theme's stylesheet and global styles (colors, fonts, spacing presets), so they normally match the live site closely. What they cannot mirror is CSS that arrives another way: page-builder styles (Elementor, Divi, WPBakery), extra stylesheets a classic theme enqueues beyond its main style.css, or CSS added by other plugins. If your site styles menus through one of those, the preview will differ in those details.
The preview is meant for checking content and Steuard's own options — layout, sizes, tags, appearance colors. For final visual sign-off, view the published page in the theme itself.
If the preview shows the wrong Steuard colors, save the Appearance settings first — the preview uses the saved values plus your unsaved menu edits. See Customizing Menu and Review Appearance.