I have no idea , but my thinking would be that the boundary of the pivot table extends only till the Grand Total row / column , beyond which is the normal worksheet area.
Thus , the area you have indicated in your post could not be colored the same way as your pivot table ; it would be colored the way the rest of the worksheet is colored.
I selected the whole worksheet and set the fill color value as grey, removed the grid lines and expected the extended rows to have the grey color, but it becomes white when the rows are collapsed.
The file I have is greater than 2 MB.
I will try to reduce the size and send the same for your perusal.