In some ways I am very much at home with Muse; In others I still seem to be a novice.
With in my menu organization I am seeing two styles of menus. (as marked my diagram) A has a space between menus, and B has a 'indicator' to suggest that some where on that menu level there's more to the right.
There are many stylings to adjust. It depends on what you have chosen: The menu, the menu item or the menu label.
You can apply strokes ( even on one single edge of an item), gutters and paddings for each menu item. So, before make us guessing around: upload a .muse file with only the menu, which you showed us, to Dropbox or a similar file sharing service and post the download link here. Then we can help without extended question and answer games.