Hi Nick Sauer - The 'User Interface' is not applicable in Saleforce Lightning instead the UX for SFM is controlled based on the Group-wide profile setting in SET004. So if you set the value in SET004 in the Group-wide profile as 'Classic', the users will experience the old Lightning UX. Hence the recommendation is to have SET004 as 'Lightning' when end-user is in Saleforce Lightning.
Is there a particular reason why users want to be in Saleforce Lightning and use SFM Classic delivery mode? The new SFM Lightning Delivery UX is close to SFDC Lightning to ensure smooth and easy transition to Lightning.