WindowBlinds can skin that selection, it was always possible, since Vista era, maybe the skins you tried didn't have the right graphics set?
Here is a video of one skin with the selection skinned, notice that the hover state for non elected items is grey and the selected one is blue.
I tried not just skins, but SkinStudio itself. It's not supported. But I wasn't entirely clear on my original post, and I forgot to mention an additional state which is selected + keyboard cursor. That state is what is showing in your .mov video, and that's a different state. Ok, I need to go back and explain again, and show some pictures:
First of all, what I mean by selected entries, are the entries in listview to which a command would apply if say Del or Ctr+C was pressed (or any other command shortcut). Those are the selected entries. Anything else is not selected, it's just or highlighted, or under the cursor, or neutral, or hot-tracked, or whatever, but not selected. That's a universal definition of selection, for nearly any UI in existence. Commands apply to what is selected. (same for text in a text field for example). Ok. Now, in addition to selection, in the listview, there are two other state variables:
1) if an entry is under the mouse cursor or not.
2) if an entry is under the keyboard cursor or not. The keyboard cursor is moved when you press the arrow keys in the listview, and normally it affects the selection as well. But, if you press CTRL+<arrow key> the keyboard cursor will move without affecting the selection.
Let's see an example with pictures for the default Windows 8 theme:
Note that in each picture there are 3 different states (other than the neutral, fully white one), each with different image applied to it. The color difference is subtle, but it is a different image. Note also that the entries with "mouseover" name are under the mouse cursor, it's just that the mouse cursor is not captured in the 2 screenshots.
The problem with WindowBlinds, is that while you can skin the selected+keyboard cursor and selected+mouse hover state independently of the other states, the selected (with no cursor) state shares the same image as the non-selected with mouse cursor state, and you cannot customize each seperately. (Give it a try by having more than one selected entry)
The severety of this, is that you cannot quickly glance at the control to see which entries are selected. The mouse hover cursor can hide an entry that is, or is not selected, and you can't tell which it is unless you move the cursor out of the way. This is quite annoying and error prone when you are using keyboard shortcuts (as Del or Ctrl-X). And this problem happens in other applications which use the same listview control.