I think that what you are setting up the layout is a bit converse with what I mentioned above. Let me explain a bit.
Almost pages on a website will contain component so you should set a template style which uses a layout containing this 'component' as a default template style.
Some special pages (like Homepage) often doesn't include this 'component' block so you can set another template and assign to these pages.
At this moment, you set a template style (which doesn't have component block) and it will sometime cause this issue. And I don't recommend this way.
For the 'Privacy' page you sent, it's a single menu item and it will inherit the layout from the template style is being assigned to this menu item. The sub-layout will be used only when that article opens from a category page.
I hope this makes senses.