I suspect it behaves that way because it follows windows guidelines when you respect the windows colour settings.
If you start overriding the user's Windows colour settings, then I agree there are parts of the VFP UI that don't do what you expect.

The checkbox "down" or =1 colour is grey because that's the standard windows colour in the scheme on the PC I think.

The "up" or =0 colour is transparent, maybe because that's the easy way to show the current form's colour?

I've been playing around with (sorry testing) the properties and can't get that grey background to go away.