Thre reason is that CellUtil class doesn't work with theme colors.
CellUtil ought to work happily with both HSSF and XSSF, and should just be working with common usermodel stuff Any chance you could figure out what step that it calls internally that breaks it? I suspect we need to change something inside the XSSF code to avoid the issue, rather than in CellUtil, but we ideally need to narrow down what and where!
Nick, method setFormatProperties resets fill color index only, and doesn't set theme index. So cell loses the background.
Very long time with no progress and no clear description of how the problem can be reproduced, therefore I am closing this as WONTFIX for now. If this is still an issue for your, then please reopen the bug with more description of how it can be reproduced, ideally with a self-sufficient unit-test that can be added to the test-suite of Apache POI.