Deleting or moving selection in Paint reveals emptiness…
…that is alpha channel instead of (as for past 30+ years) background color.
This is introduced in September 2023 software update and naturally cannot be turned off by means of changing anything in configuration. It is always one Microsoft way.
The easiest and fastest way of getting rid of this, is to get “old” Paint back.
First, uninstall current version of Paint. It can be done by simply right-clicking Paint icon in Start Menu and selecting Uninstall from context menu.
Next, get Classic Paint from either here or from here. Download and install it.
Then, hit press Win, type App exe and hit Enter to select Manage app execution aliases search result. Or select Settings → Apps → Apps & Features → More settings → App execution aliases.
Finally, uncheck (toggle the switch to Off) the mspaint.exe and pbrush.exe items:
That should be all. One last thing to consider is pinning Classic Paint‘s icon to Start Menu or taskbar.