Hi folks,
the screenshot looks as it should. Only the settings dialogs of Xfce were ported to CSD (and as you can see a CSD that closely resembles the server side decoration style for now).
We considered adding a user setting that would both trigger gtk-dialog-use-header=1 and also set GTK_CSD=1 globally for a more consistent look, but as setting such environment variables via a setting feels ugly we so far refrained.
There is also
https://github.com/andreldm/xfwm4-theme-generator which generates an Xfwm4 decoration based on the currently selected CSD. We're still investigating if we can integrate this into Xfce for 4.18 so the looks would be more homogeneous again. (I presume most Xfce users use *some* Gnome or Gnome-style apps already, so the visual inconsistency between CSD and SSD has been around for some time...)
Cheers
Simon