After days googling the issue, I found this: it appears to have something to do with Wayland and screen scaling (I use a secondary HiDPI monitor). I tried changing the scale to 106.25% and now everything works as it should: windows decorations are available with Sweet-Dark theme and a right click on a title bar opens a context menu (the issues were correlated indeed!). 
The downside is that I lost some windows' blurred transparency, like Dolphin, as in the screenshot. Is there any way to restore the original blurred transparency?