Currently Writer behavior is unuseful. What's the reason of page background if in the end document (printed or PDF) you will see white margins. Moreover MS Word applies background to entire page, including margins
Yes, there is a way to cahnge background in LO settings, but it will be applied to program, not document and there is only possibility to change color.
I know, The problem is hard to solve due to compatibility issues ("LO guarantees you that your docs will lok the asme since 20 years") and conception of page style, but should be solved IMHO. Don't know how deep does it lie (maybe in ODF standart). I predict disputes over this behavior, I can only say that AbiWord, Google docs, MS Office, Apple Work behaves "correctly". I'm sure that WPS and Calligra fill entire page too.
*** This bug has been marked as a duplicate of bug 90167 ***