Gem for OneNote v43 improve the "Save Page as Word Document" feature to save the page background color in .docx file.
Click "Gem" tab -> "New" group -> "Save As" menu -> "Save Page as Word Document" menu item.
Gem will start save current OneNote page as Word Document .docx file.
After save the page to Word Document file completely, Gem will open the document by Word.
You will found the document keep the original background color.
(In Word of Office 365 version, you need to switch to the view to "Web Layout" to see the background color)