Looks like the menu widget and icons are not using GTK for whatever reason. It may be worth pinging the KeePass developers with a screenshot showing that the GTK theme is not being respected properly when rendering the menu - the menu even looks odd using a light-colored theme like Clearlooks because it doesn't match the theme.
KeePass 2 is built on C# and works in Mono. It doesn't use Gtk# but WinForms, which on Linux doesn't follow theming well.