the advantage of using spritesheets is that all sprites are drawn in one draw call. This also means they are all drawn in one logical layer. You can define the position of that layer using the SpriteBatchContainer. If you don’t make use of the Container, the sprites will be drawn last, on top of all other items (that’s what you are experiencing in your first example).
So you can either find a good place for the SpriteBatchContainer, or put everything that should be on top of the sprites into a spritesheet too, and also use it with the SingleSprite… and SpriteSequence… components.
By the way, why are you using an EntityBase for your menubg? This component is normally meant to be used for game entities.