I think I understand what this change is, and if I'm right I hope the documentation can be updated accordingly. When I first opened my theme editor, nothing looked any different. The "Global Navigation > Nav Background" was the same color it has always been. This is the background that goes down the left-hand side of the Canvas site. However, the screenshot that accompanies the Canvas Note is of a mobile web browser, and a subsequent test confirmed that this new feature appears to be related to your Canvas site when it's accessed via a mobile browser. The notes say "menu bar in web browsers", but it appears to be specific to mobile web browsers.
If that's correct, clarifying that in the Notes might clear up some of the confusion here.