Just a curiosity I've just noticed. When I browse to a page that is in the site's root, the Panel Menu is Expanded and that Label is highlighted.
If I Link to a page in a folder, the url works however the PanelMenu stays collapsed and doesn't identify which page i'm on...
https://localhost:5001/faq <-- works
https://localhost:5001/ask-a-question/faq <-- Url works but the Menu stays collapsed
EDIT*
I should note, the Panels are nested