That is normal, Home Assistant tries to match the URLs with the items in the sidebar and as the settings items has config/ as href, then it matches with config/anything, so all those paths that start with config will select the settings items. In custom-sidebar I needed to override that behaviour and there is a custom code to match the exact item even if there are many matches in the sidebar. If that issue bothers you, you can try the plugin.
Just open http://your_ip_or_domain:8123/api/hassio/app/entrypoint.js and you will see 