Definitely the levels. I don't stay in the shop or menu for very long and the layers there scroll in different directions, so I don't think those are an issue.
Short Update: I implemented a “Reduced Motion Mode” you can turn it on or off in the option's menu. At the moment it is a quick and dirty fix, so there may be some trouble with your old save file, since the old save doesn't have a “Reduced Motion Mode” value saved.
Please let me know if this works for you.
Just for clarification. If the mode is one then the shop and options menu will scroll both in the same direction and the level backgrounds are all moving at the same speed. Options and Shop just move slower than the levels. Maybe the problem comes less from the background and more from the level details, like the pyramids in the desert or the chains in the castle.