Tried to get some more info on this - the buggy theme apparently is Unity7 which came with Ubuntu Xenial and will, after all I've read, sort of fade away with it. What I don't know, however, is whether there are similar desktop designs which feature a 'bright' theme with dark combobox dropdowns or menus. So the questions is whether it's worth to put effort in this. On the other hand Xenial might be around for some more time than it's supported for afaik it's the last 32bit Ubuntu distribution.
Btw, this is what the colorbox in the IDE settings looks like, and this time the standard LCL TColorBox is affected as well: