Why does adding background color also add padding?

The Gutenberg basic block styles are opinionated and try to help a user design a site with the basic set of blocks.

If the padding was not added when a colour to the was added to the columns the text would be flush to the edges of the column container and would look strange.

You can extend the core blocks using Block Styles. For this issue, you could do something like the following:

Add to functions.php:

register_block_style(
	'core/columns',
	array(
		'name'  => 'no-padding',
		'label' => 'No Padding',
	)
);

This registers the style and tells the block to apply the class “no-padding” when it is selected.

Add to your style.css / stylesheets:

.wp-block-columns.is-style-no-padding .wp-block-column 
       padding: 0;
}

The “no-padding” class is prefixed by “is-style-” so you get “is-style-no-padding” as the final class that is applied. Use this in your CSS to apply it to the block (in this case, columns) and then subsequent changes you want to see.

I hope this helps you extend and use Gutenberg as you need.
Then in the Block Editor choose No Padding style in the sidebar.

Thanks for that explanation. It makes sense. Also thanks for the alternative solutions. ??