Personally it's because it looks well with the UI, having it changed to a grey screen just seems kinda bland and boring.
A random selection of static images could work though.
Plus most computers should be able to load what i assume is either picture that just moves around like in Gmod, or a small world where the only thing there is the skybox.
@vtipoman I think the 3D background they are refering to might be an actual world that the game is rendering in the main menu.
Either that or the 3D background they are refering to might be the semi transparent pause menu where you can still see the plaza when you pause the game, which doesn't sound 3D at all.