Why does WordPress convert absolute URLs to relative URLs for menu items?

As Milo already pointed out in a comment above, WordPress does not do that by default, so your problem should be related to your theme or one of the plugins you are using.

Before troubleshooting the problem, make sure you do a full WP backup, just to make sure you can revert to the working condition if something goes wrong.

To troubleshoot the problem, you need to activate a default WP theme (eg Twenty Seventeen). If that solves the problem, then the theme you are using is causing the problem.

If your theme passes the test, keep the default WP theme for now and then deactivate all your plugins. With your default WP theme and no plugin active, you should see the full URLs (if not, somebody modified the WP core files – that’s never a good idea). Then, start re-activating the plugins, one by one, and see which plugin is the one causing your problem.

For a more general guide on troubleshooting WP, you could read this article: Beginner’s Guide to Troubleshooting WordPress Errors (Step by Step).