Indeed, the cell (<td> element) specifies its own background in the theme. Try handling both CellRender and RowRender and set the cell background to transparent.
Thanks, That seems to work, but was trying to speed up the grid loading and in doing that it's now slower as it now takes two events that need to be handled.
Did you measure that it got slower - e.g. before and after rendering times? I can't imagine that handling another event would make your page slower ... Still if you don't want to set that in code you can use a CSS rule - your browser's developer tools will reveal where the td background comes from and how to override it.