The issue seems related to the rendering software of the PRS-T1, since the very same EPUB fine has links with gray background on the T1, and no background color when displayed by ADE or my Odyssey or my eDGe.
In short, it appears to me that the SONY sw applies the gray-ish background color to links, irrespective to the background-color property that I might declare for <a> tags in my CSS. (I tried to manually set it to "white" or "transparent", as I wrote in the first post, with no results.)
Moreover, I am not able to find a setting on the T1 that will let me disable this behavior.
So, I can reformulate my question as: has anyone found out how to disable the background color of (internal) links in EPUBs on the PRS-T1? If so, how can I do that? Thanks.