Background color for blank cells in Excel

I'm experimenting with configuring the coloring of cells in an Excel OLAP pivot in the cube. As a start, I'm just changing the background-color for a give set of months, so not dependent on any cell-values. This works, except that excel is only applying the color to the cells that have a value, and not to the cells that are blank. When I run the same query in mdx studio I can see that the server is returning the desired color in the BACK_COLOR property, even for the blank cells. So I wonder if this is just how excel works, or if there's some setting that influences this behavior.