While the background color for preview is white, blockquote background colors depend on the theme of VS Code and this type of issue occurs:
> More details on this topic can be found in issue #104.
Looks like this (default VS Dark theme):

With default light theme:

I don't understand why this issue occurs.
... some info:
PluginId: docsmsft.docs-preview
PluginVersion: 1.0.9
OS: Windows 11 Home Single Language x64 x86_64 10.0.2263