why do these things look so different? 

Why is Guidelines something that shows in the navigation menu and not in the footer like Privacy Policy?

Since your editing these things from the same Page in the ACP one would expect their appearance to be similar and more of a "footnote" to the site and not a general navigation destination once someone has registered or been schooled by a moderator.

Heh, I was just thinking that same thing about two hours ago, deciding whether to fiddle with the footer template to put a guidelines link down there or not. I chose not to because I hate messing with templates due to upgrade experiences.

this..

??

PayPal requires Acceptable Use Policy to be published.

I want to keep it in the footer.

There is a reason why Guidelines and Privacy Policy are in the places that they have been placed in. In most countries like the United States and Europe, websites are required by law to have a privacy police posted on their site so that visitors to your site are aware of your data collection policy and how you handle registration under COPPA. Privacy policies are most often found in the footer section of any website that you visit. 99% of the time, privacy policies are going to be found in the footer area of the website you visit.

Now, as to why the Guidelines is in the navigation menu, the simply reason is that Guidelines are your "forum or website rules" that tell your members what is and isn't allowed. This is perhaps the most important document to have on your site. Because of its importance, it's going to be placed at the top of any page on your website or message forums. If you're looking for a better option, I would suggest checking out the following marketplace items, both of which are free: