I'm having a hard time getting the map frame to keep its background color once added to a layout. I've got a nice gray color in the Map tab:

On the layout tab, however, it's plain white, even if I change the background color of the data frame separately:

Is this the intended functionality of these settings? There are no polygons or anything on my map covering the "background" - and as shown above, it's looking fine on the map tab. I'm wondering if there's just another setting somewhere that I'm not thinking of.