BUG: Fix `set_sticky` background
- [x] closes #46984 (Replace xxxx with the Github issue number)
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Inherit the `background-color` of the sticky elements from its parents (with proper color alternation between rows) instead of hard-coding it to white. 

Example: 

```py
import pandas as pd
import numpy as np

pd.DataFrame(np.random.randn(16, 100)).style.set_sticky()
```

| Dark | Light |
| -- | -- |
| <img width="465" alt="image" src="https://user-images.githubusercontent.com/6421097/169643245-68b071c4-bdff-4813-9537-8eba341570f3.png"> | <img width="404" alt="image" src="https://user-images.githubusercontent.com/6421097/169643388-3ea02bcc-729d-43d9-a0df-1fe7fccb8459.png"> |


For reference, https://github.com/pandas-dev/pandas/issues/42072 introduced the `set_sticky` feature. 

cc @attack68  This is the best solution. LGTM LGTM, failure unrelated. Needs approval from @jreback to merge. Thanks @ShawnZhong  I think this PR introduced a bit of a regression since it makes the background of the sticky row/column transparent, which makes it harder to read once you scroll to right/down.

You can see the behaviour in the current docuemntation
https://pandas.pydata.org/docs/user_guide/style.html#Sticky-Headers I think regression is too strong a word for this item, but generally I agree. The underlying issue was reopened and remains outstanding.