Minor graphical problems with Final Fantasy 2

[*Laurelindo*]

I hope I am allowed to ask this kind of question, but anyway...

When I play Final Fantasy 2 for the NES on my computer I have small graphical problems with the characters' portraits.
As far as I know the menu screen is supposed to be completely blue except for the actual portraits themselves, like in this picture:

http://www.lordyuanshu.com/images/FF2/Phin/maria.PNG

...but on all my rom files the colour around the characters is like a big black square.
Why is this?
I've even tried several different roms and emulators but it looks the same everytime, and I'm fairly sure it's not supposed to look that way.
It's not really the colour that bothers me, it's the fact that I actually could easily play with the proper blue background just a few months ago, so I don't understand what's the problem now.