YES! LXDE Backgrounds all over in the new install with ISO CD.
So, it was the back.jpg
store in usr/share/gfxboot/themes/PCLinuxOS/boot/message.cpio
that cause the "problem". I replaced this back.jpg (generic 2012 PClinuxOS) with the LXDE back.jpg.
(For your information, I found no welcome.jpg in this cpio archive, only a back.jpg).
So Grub takes its background in this message.cpio for a new install.
Someone may correct me on this. But, I believe the grey PCLinuxOS GRUB boot image you're seeing on the remaster is coming from /usr/share/gfxboot/themes/PCLinuxOS/install/back.jpg. Check your installation to see if that's true on your machine.
Yes, at first, they were there before I replaced them with LXDE images. It's the same image I found in message.cpio. Probably it got there with the PCLinuxOS-theme 2012 update before the LXDE-theme update from Neal.
THanks Neal and djohnston