Why I suppose this is a “bug” (or a missing function) in v 8.0x is because I just saw this in v 8.99x
I’m sorry to say that I think you’re mistaken about it being the solution.
In your Image, there is a Very, very Faint Pinkish color surrounding the ‘Selected’ items. Meaning, those items are both ‘Selected’ then, ‘Highlighted’. I can do that too with v7, image below.
I set my color to a darker Pink/Magenta (the Selected items) but, same result: the ‘darker Selected’ items surrounded by the ‘Faint Highlight’
Please check this and do the same in v 8.0x and I will give a round of applause.
With: Schematic Editor / Preferences / Preferences / Schematic Editor / Display Options / Selection & Highlighting / Highlight Thickness you can create a wide border around selected items.
Note that there is also a wide, but very light purple haze around the whole purple highlighted net. Maybe you can make it more visible when experimenting with the color settings. I did find a color setting for Selection Highlight, and I can set an opacity value there, but this works only for selected items. I did not se an equivalent for opacity (color) of the net highlight function, but I did not spend much time on that.
Thanks paul, yeah it’s no problem with the colour settings for “selected” nets, the problem (in v8.0x) is only for “Highlight Nets”. As I see it this is all solved in v8.99 and cannot be the same in 8.0x. As I call it, a “bug”/missing function in v8.0x 
So this is actually a bug. The setting you are looking at is meant to only apply to nets with a netclass explicitly assigned. It is intended to paint a netclass colour highlight over the nets (the default behaviour if this option is unchecked just changes the wire colour). The fact it’s applying those settings to the highlight tool isn’t intended, and I’ll fix that.
Please do file a feature request on Gitlab for making the highlight configurable though - it’s really not arduous. The instructions are all there in the new issue template.
