Don't be alarmed - the background didn't change, and your logo file is working properly.
Many of your logo files are PNG files which means the background is technically transparent. However, on some devices when you view a PNG file it will appear to have a black background.
Once you place your logo in a document, or upload it to a website, it will correctly display that transparent background again.
If you would prefer that your logo ONLY ever has a solid color background, then you can change that by editing your logo.
Just select the "Background" tab when editing your logo, and change the "Show/Hide" option so that the background is visible.
You can then select any color you like for the background, including white, or one that you create yourself using a color picker.
When finished, click the "Free Download" button at the top of the screen. Your logo will be updated and can be downloaded immediately with those changes.