I think I see what is happening. Peacock does not set the activityBar.activeBackground. So if your theme uses that color, it could look odd. This would only be noticeable if the theme you use colors that setting, which is why I was not seeing it (and had not been reported before)
I think the appropriate fix would be to set the activityBar.activeBackground to the same color as Peacock sets the activityBar.backgroundORactivityBar.activeBorder. The key is which one ... it may require a setting to toggle that.
The left most image sets active background to the same as activitybar
The middle image sets active background to the same as activitybar's border
The middle image sets active background to the same as activitybar's border, but notice the badge clashes
For this reason I think choosing option 1 by default is the best. And this introduces no new settings. I'll work on this in a PR.