Try changing the order you are doing things. From your pictures it looks like you are doing the render options first, before changing the background colour. Change the background colour first, and then do the render options. Also, try doing the edit/preferences and after selecting the background colour, do the save preferences and then the render options.

"It is good to see ourselves as others see us. Try as we may, we are never
able to know ourselves fully as we are, especially the evil side of us.
This we can do only if we are not angry with our critics but will take in good
heart whatever they might have to say." - Ghandi