Microsoft has been slowly shifting Windows and the rest of their software toward a dark theme over the last couple of years. This is the case on Visual Studio, Edge, and… some of the operating system's user interface. You can see it in the taskbar, in a few context menus on the desktop, and so forth. If you then open the system settings, you are greeted with light grey and white.
According to Brad Sams at Thurrott.com, Windows 10 will receive an actual dark theme option in the upcoming Anniversary Update. It could have been unlocked in the registry since before Windows 10 initially launched last year, but it was very incomplete. I also don't exactly like enabling experimental things in the registry, because you never know if Microsoft will test all possible combinations of work-in-progress flags when said feature actually goes public.
Speaking of which, the Windows 10 Anniversary Update is expected at some point in July. You know, the one-year anniversary of Windows 10 reaching
RTM totally not RTM, because Windows 10 doesn't go RTM.