Yes the Start Menu not automatically matching the exact taskbar color is one of Classic Shell Start Menu's big issues. Use the free Winaero skin 2.0 for Classic Shell:
http://winaero.com/blog/get-the-best-lo ... -skin-2-0/ It has an easy-to-use installer where you can choose non-transparent taskbar or transparent taskbar and it automatically configures the Start Menu and Taskbar colors to match by 1-click. Let me know if that skin worked for you to match the Start Menu color with the Taskbar color that you set.