The gradient rebar-like background is actually inappropriate for toolbars under Vista/7, if you look at any native applications using toolbars and not rebars or ribbons (which are, admittedly, a bit hard to find nowadays) you can see that they have the same grey background so we decided that this was the correct thing to do.
You should be able to paint the background of the toolbar on your own in EVT_ERASE_BACKGROUND
event but by default wx tries to behave conforming to the platform standards and in this case this means not using any gradients.