Oh! It seems you found the issue.
I had changed the color in the Theme Options, Design, Menu background Color.
I cleared it and indeed the color goes back to black and the header pictures stays now in mobile theme when you develop the menu.
So it seem to be a bug of the theme, it's not normal to be able to change the color and to loose the background image in mobile theme if you do this...
Any thought? (thanks anyway)
For now, i'll keep my blue color and deal with this problem but if you or anyone has a clue on how to avoid this bug, I am in! (maybe editing the theme's core?)