Default dokuwiki wraps  `<span class="curid">...</span>` around links to current page. 
This function _html_list_index calls html_wikilink for the page link, which calls the internallink() function. This contains the addition of curid span: http://xref.dokuwiki.org/reference/dokuwiki/nav.html?inc/parser/xhtml.php.source.html#l615

So it depends on the styles of the template if you can see this span. Here the dokuwiki template applies a bold typeface, but the vector template has no additional style. So maybe more templates needs to define this class in their css styles? 

It can be useful to add a default style to the indexmenu plugin style. I think that this style should only apply when the template style doesn't have a style definition. (The load sequence is that first the style sheets of plugins are loaded, next the stylesheets of the template [1].) So that can take some css fiddling..?  Can you have a look on this please?

[1] https://www.dokuwiki.org/devel:css