From the wxWidgets docs for wxWindow::SetBackgroundColour:

Remarks: The background colour is usually painted by the default wxEraseEvent event handler function under Windows and automatically under GTK. Note that setting the background colour does not cause an immediate refresh, so you may wish to call wxWindow::ClearBackground or wxWindow::Refresh after calling this function. Using this function will disable attempts to use themes for this window, if the system supports them. Use with care since usually the themes represent the appearance chosen by the user to be used for all applications on the system.

James