That depends on your browser. These are just vanilla HTML H1, H2, etc., and browsers render them differently. Try a different browser, and you might be surprised how much they stand out (or don't).
Yeah, I liked that design also, except that I often found it hard to tell sections apart - so I tried to make the headers stand out more.
> Choosing something closer to fonts used by most of the Web uses would make
> it a less jarring experience. I find this font a bit too light and thin.
FWIW, the original CSS ("Classic"), which used to be the default,
is pretty much what "most of the Web uses". Simple and easy to read (IMO).