I'm looking the issue and I was able to reproduce it.
One thing that I would like to mention is that, that setting specifically, only work on Windows 10, it will not work on Windows 11, there's no way to set a custom color for the Explorer background on Windows 11, due the changes that Microsoft did to the OS.
On Windows 11 the Explorer background will be either white or a very dark grey, almost black, depending on the mode set in the OS. With this in mind, it would be safer to design your skin thinking that the the Explorer would use one of these two colors.
Another thing to keep in mind is that if you set Explorer background images on SkinStudio, they may overwrite the color settings, again, only on Windows 10.
As soon as I have any info that can help on this issue, I'll post back.