Hi.
I had the same problem, and all the above comments are true, but i found an alternative solution.
If the background is withe color when you pin the report to a dashboard, what you need to change is the following:
1. On your desktop versión of Power Bi you need to activate every single "BACKGROUND" of all visualizations:

Change the color of your preference and set the Transparency to 0 (or at least do not let 100%).
2. Save and publish the report.
3. Refresh the PowerBi website and you will see your Pinned dashboard report with the colors you set.
4. Try to use the same background of all your visualizations but you can test your creativity.
Tell us if this was usefull to you.