Possible Solution: It is not a problem of PowerPoint. The image that you have captured has "white" color in the background. There is no "empty" or "hollow" through which you will see the background color of the slide.

There are two alternatives, use Paint or similar tool to change the background  white color to blue (if you have FullShot this is very easy). Or use a more powerful  tool like Photoshop that can create a "hollow" background for your image so that  you can see something though it.

[[BTW, I am just wondering how good will black text look on blue background.]]

Then select the options you want. This will put the slides in separate pages on in table  columns (with or without blank lines next to slide objects). But since entire slides are exported  and saves in word document, the file size would be in MB (quite big). You can also link the slides to  original presentation, so if your presentation is modified, you can update the links in Word  document to refresh changes automatically.