Block background color not appearing on site

If you’re adding theme support for editor-color-palette then you need to add styles for those colours to your stylesheet. As documented:

Themes are responsible for creating the classes that apply the colors
in different contexts. Core blocks use “color” and “background-color”
contexts. So to correctly apply “strong magenta” to all contexts of
core blocks a theme should implement the following classes:

.has-strong-magenta-background-color {
    background-color: #313131;
}
 
.has-strong-magenta-color {
    color: #f78da7;
}

The class name is built appending ‘has-‘, followed by the class name
using kebab case and ending with the context name.