hey!
i think you also need to go to:
Customize → Menu Style → Menu Bar
and click "move away when scrolling down" there
see, if the site title / menu /menu bar isnt fixed, then it just stays where it is, at the top.
so when you'd scroll, down it wouldn't make sense to have the option "move away when scrolling down"
because that option is for hiding and showing it again when scrolling up, no matter where u are
well its a bit hard to explain, but i think u will understand when u play around with the settings