Hello Sergio,
I don't know of any issues with saving background colours, nor could I find any. To really test it, I would have to take a look at your screen designer. I would be looking to see if the hexadecimal colour code(#ffffff) saved in the Edit screen. I would choose your colour and Click Save & Close. Then re-open the screen and see if the colour saved in the Edit screen.
It wcould be that you are editing one screen and viewing another. This happens, even to me, from time to time.
- Greg Bilous, Community Support Specialist