This is to maintain consistency across sheets in a document. If you want to override some settings to limit to that particular sheet, you can choose Sheet Settings and have color and images for that particular sheet.
Correct me If I understand your question wrongly..
Using this option you can define your sheet background, title font, alternate state etc . So every time when you add a sheet one need to define all the this properties again. It will create a sheet with the defined properties
This option has limited features, you can only set the background image or color but the not like the header and footer which you have created using the text object will not get copied when you create a new sheet