1, this has been the behavior since visio 2003 (maybe even before .,...but that is the version where this first revealed itself to me).....so if a bug, I would have thought they would have fixed it by 2010. After all, they must of been bored to make one of the highlights of 2010 those containers.....so I cant believe there was too much to do to catch this if viewed as a bug.
2. All I know is if you print to printer or print to PDF, NO background shapes/text/colors/etc show up all. Numerous posts on a variety of forums state this.
As far as adobe pro goes....I have no experience with that....for all I know, its basically scraping the screen.....which can be done with any freeware screen scraper.
I know you are frustrated, but understand, I am just a user like you....not affiliated with MS in anyway....so vent as you need to, but I cant fix it per se.
Honestly, good luck