CMFCMenuButton does not respect dark color scheme

Question

How to change the looks or MFCMenuButton? We need some dark color scheme, so styles is set to CMFCVisualManagerOffice2007::Office2007_ObsidianBlack. Visual manager is set as follows:

class CustomVisualManager : public CMFCVisualManagerOffice2007  {
public: 
     DECLARE_DYNCREATE(CustomVisualManager);

     CustomVisualManager()
     {
        SetStyle(Office2007_ObsidianBlack);
     } 
};

CMFCVisualManager::SetDefaultManager(RUNTIME_CLASS(Hydra::CustomVisualManager));

The looks of some UI has changed but MFCMenuButton style remains light gray.