in Sharepoint 2019 On-Premise, the root web of a site collection has the settings:

"Navigation"->"Global Navigation"->"Structural Naviation: Display the navigation items below the current site" with "Show subsites" checked, and "maximum number of dynamic items" set to 100.

Subsites of the root web are:

Site1
  Site1.1
  Site1.2
Site2

When viewing any page in Modern Experience, the Global Navigation is shown with a dropdown arrow:

Site1⌄ Site2

However, in Classic Experience, the links are shown without hierarchy, flatly next to each other, beginning with a link to the /SitePages/Home.aspx of the root web:

LinkToRootWebHome Site1 Site1.1 Site1.2 Site2

Is there some setting that must be enabled specifically for Classic Experience?