Currently Run.Shading is not exported to PDF.
Note: This scenario is common when converting HTML to PDF, as Run.Shading is set when construct like <span style="background-color:#ffcc00;"> is used.
Workaround: Iterate all the Runs in the already imported HTML document and set their HighlightColor to Shading.BackgroundColor.LocalValue. Check this code snippet:
foreach (Run run in document.EnumerateChildrenOfType<Run>())
{
if (!run.Properties.HighlightColor.HasLocalValue)
{
run.HighlightColor = run.Shading.BackgroundColor.LocalValue;
}
}