As shown above, this one of yours should be made of word table (only the table border is removed and the virtual frame is hidden). The method is to select the lines with background (i.e. cells), right-click the border and shading-shading, select the required shading color in Fill, and then select Cell in Apply to and confirm.

But you said, "If you delete this word, it's gone." I don't know if the shading is gone or the whole line is gone. If there are any discrepancies or questions, you can continue to ask questions.