No you are not doing anything wrong, and I find VS usually does the same to be honest. It is annoying but I have learnt to just do all of my control creation and general layout stuff in XAML by hand, then just use the Belnd designer for things like picking colours and adding animations.

As for the look of your app, I like it other than the menu text being hard to see on the glass but I think you said you already plan on fixing that. I hope you can post another screenshot when it is completely finished