I have absolutely no idea. I did a black and white image a few years ago and the white showed up as well as one with a white pillow later and it worked. I haven't tried to import for some time.
There is a lot of tweaking required when you import an image but that's not one I thought about. I suggest you use the contact form and ask about it.
I checked the issue with both PCStitch 10 and PCStitch 11. Both show this behavior. I don't remember previous versions (I don't have them installed). I think it is to save you work as the assumption is obviously made that you are stitching on white fabric.
If you do want white stitches, you can create the color and use the paint option to fill in the background or any other large areas of fabric. Smaller areas would have to be done more slowly.
If you do wish this strongly, I suggest that you request it as a feature in future updates where the color of the background can be specified and any pixel/stitch that doesn't match that color will be stitched.