By default, Visio colors the background of text blocks white. This can be frustrating when labeling line segments which cross a colored background. The unwanted white box stands out in a bad way:
To fix this, right-click on the line or text box and navigate to Format > Text in the context menu. Select the Text Block tab. Here you can change the background color to match that of the background shape, or disable the text block background entirely.
However, by setting the background color to None you also remove the line break effected by the text. In this example we've modified the text block background color to match the background shape. Much nicer.