This is because all frontend graphics use specific spots in the color palette. With backdrop it's a black-blue gradient near the end of the palette.
To force a different color, you need
Worms.NET PAL Editor. Open the .pal file corresponding to the frontend screen (Singleplayer, Network, etc...) that you want to modify. You must do this for every frontend screen separately.
Alternatively, you may want to try
this red background mod. It already does what you wanted to do. Replace all the .pal files in your graphics folder with the provided ones.
Keep in mind that a few frontend screens, such as WormNET, may share backdrop colors. On WormNET, there are a lot of country flags, for example. All with a multitude of colors. Changing the backdrop palette may lead to display errors with those country flags. However, graphics packages in SuperFrontendHD have been designed specifically to minimize the risk of color errors when you modify the backdrop. The only places where you may see minor glitches are Weapon Editor and WormNET.