The coloured backgrounds are mainly to keep up the joke that the phantom has a room in his house which is totally white. In which, for reasons best left unexplained, he has a lot of his conversations with Alien. If there is ever a conversation between Alien and someone else, or the phantom and someone else on a white background, it probably means I forgot.
Also, I happen to like doing the backgrounds sometimes and it does sometimes add to the story, as in last year's Christmas special where the phantom went to Belfalas and there was a desert scene.
