What is it with gray backgrounds? Gray backgrounds seem to be in use since the early days of software and it doesn't seem to be going anywhere!
Any concrete research studies done on this area?
Because it's a neutral color that doesn't strain the eye and allows for good legibility when using black or white fonts, and its neutrality aids to place the focus on the real content window.
The shade of gray will vary depending on the software, of course, ranging from a light gray to a very dark gray.
As for studies, here you can see why to use gray and its meaning
Short answer: it helps to reduce eye fatigue.
There are three types of cones in the eye, each responsible for sensing a different range of wavelength. If you stare at one particular color for a while, those cones responsible for sensing that color will become fatigued, and your perception of color will become skewed (this is why if you stare at an inverted image for a while, then look over at a white wall, you can see the correctly-colored version of the image). So, the grey color stresses each of these cones equally and perception of color remains neutral.
The grey background also helps to reduce the brightness of what the user is staring at so the pupil is not as constricted (which can be perceived as strained).
Additionally (and perhaps a more common reason), is what Devin mentioned about color theory.