This is because you're using Full or Absolute URLs.
Looks like you did that because you have a plan to use this menu globally? The One Page Navigation feature of X was not designed to be used for Global Navigation as its purpose is for landing or single page navigation.
The solution would be to create a new menu and only use the hash part of the URL. Then, assign this menu to your page.
You can use your current menu as your Primary menu so that it will be used globally or sitewide.