This is odd. You are seeing the “menu” consisting of all of the pages in my site. This is not the Menu1 defined in the system.
To me, not logged into WP, it shows the three bars to the right. When I click on the 3-bar icon, it shows a dropdown panel with the list of all of the pages.
I don’t understand why the site is presented differently to you.
I don’t understand why it is listing all of the pages to build the menu.
I have gone to Appearance => Customize => Menus => View All Locations (many times!). The allowed locations are Header Right Menu and Header Secondary Menu. When I select Header Right Menu the menu displays correctly in the “preview” page. After Publishing, viewing the live page shows the three bars (caches are all cleared). Selecting Header Secondary menu adds a threebar icon on the left of the logo.
When I go back into Appearance => Customize => Menus => View All Locations, the preview page is back to showing the three bars. The menu location is still set to Header Right Menu.
If I clear both menu locations, I get the menu you saw (all pages listed) on the preview page. However, the live page shows the three bars. It seems that the display of the preview page is not the same as what is displayed on the live page.