I've had a similar problem. When I first got LDD, my laptop would show the deset, space, whatever background in view mode, but a screenshot would have a transparent background. This was really nice for photo editing. However, when I had to wipe my laptop and reinstall LDD it began to show the desert, space, whatever backgrounds in the screenshot. I switched to the screenshots in build mode, but those still have the grey background instead of a transparent background. This is easier to get rid of in photo editing, but if anyone knows how to actually get back to transparent backgrounds that would be great.