Sorry Paul, this is a regression I introduced with the new window transparency support. You haven’t missed a setting.
Previously, a background colour with some transparency blended over the window’s opaque theme background. The new implementation lets that transparency show through to the desktop instead, which changes the appearance of existing windows. The colour’s own opacity is separate from Window.Opacity, so setting the latter to 1.0 doesn’t prevent this.
For now, open each affected window’s BackgroundColour picker and set the colour’s opacity slider to 100%. Leave the window’s Opacity at 1.0. If you enter colours as hex values, use #RRGGBBFF, keeping your existing RGB values and changing the final two digits to FF. This stops the see-through effect, although the colour may look slightly different because it no longer blends with the theme background.
I’ve logged the bug and will fix it so existing projects retain their previous appearance while keeping deliberate window transparency available. Thanks for investigating and spotting the connection with the background colours.