Dark Mode not working in 20.04

As listed in comments from the question, I did install Yaru:

sudo apt-get install yaru-theme-gtk

Then I selected the dark theme from Settings > Appearance and it worked.

I obtained a similar yet different result by installing gnome-tweak-tool and selecting the "Ambiance" theme.

Cheers!

Try using the Gnome-Tweak tool. First, update, then add the Universe repository, and then install:

sudo apt-get update
sudo add-apt-repository universe
sudo apt-get install gnome-tweak-tool

Open Gnome-Tweaks from Show Applications (or Activities), and click on Appearance. Under Themes, dropdown Applications, and choose Adwaita-dark, or, as the case may be, Yaru-dark.

Hope it helps!