Great to meet a colleague here on the Forum.
Assuming you are just using the default Atlas DesignSystem, this should be the behaviour: https://atlasdesignsystem.mendixcloud.com/p/layout-default
As I see in your screenshot it is not. In the question, you mention Mendix StudioPro 10.3.1. I tested it just now, and I have the proper behaviour. But you also mention Studio Pro. This is discontinued since 9.20 if I remember well.
This is the 10.3.1 view:
We can have a look in the office and under the hood at what is causing the problem.
For the learning path, you can continue knowing you didn't do anything wrong.
Go Make It
you need to update your atlas if you've upgraded from version 9.* to 10.*.
Mendix, it would be great if you included in atlas a way for us to see how to use gliphycons and custom icons in the menu (ie, put some sass already in there)