Duet turns the "reduce transparency" setting on to improve performance and remove any potential rendering problems trying to blur transparent windows on the fly. This setting will affect the appearance of your Dock, Volume & Brightness overlays and some App windows on your Mac.
After you disconnect, Duet should restore the reduced transparency setting to your preference before the device was connected.
If you would like to toggle this setting yourself, it can be found in System Preferences > Accessibility > Reduce transparency [check box]