I suppose that you are using android.preference.PreferenceActivity
, that is not only a simple activity, but is an activity created specially for the user's preferences. So it has a particular style already setted. Instead your activity has the default style (based on the different android version).
As you can see here, this is the PreferencesActivity hierarchy:
↳ android.app.Activity
↳ android.app.ListActivity
↳ android.preference.PreferenceActivity
Create and set your style if you don't like the default one.