It is an Android Oreo feature. It was introduced in Oreo 8.1.
When you set a dark background, the color scheme of the device (in notifications area and all apps) will change to dark. And the reverse will happen when you set a lighter wallpaper. This is automatically done and you cannot alter this behavior (yet).
You will gain more control over dark and light theme when the Android 9 (Pie) update comes out. Android Pie comes with a setting to manually set the darker theme.
Before you ask for an ETA, Android Pie should be rolled out to all Nokia Android One smartphones before the end of this year. So, your patience is appreciated.