Unfortunately, there is currently not a way to set the background color for the INSET statement in SGPLOT. I would recommend calling Technical Support and making a request for this feature. In the meantime, you can work around this by getting SGPLOT to generate the GTL code and modifying it to set the background color.
First, specify TMPLOUT="temp.sas" on the SGPLOT proc statement to generate the GTL in "temp.sas". In the GTL, you will find a LAYOUT GRIDDED that contains your inset values. On that LAYOUT GRIDDED, specify these two options:
opaque=true backgroundcolor=
At the end of the file, add this procedure call and submit the code:
proc sgrender data=yourdataset template=sgplot; run;
You should see your background color.
Thanks!
Dan