Here is the code that is used on that site –
.genesis-nav-menu a:hover,
.genesis-nav-menu .current-menu-item > a,
.genesis-nav-menu .sub-menu .current-menu-item > a:hover {
background-color: #53c2ba;
color: #fff;
}
You could add the background color to the same place in your css and it would show up since most Genesis themes have this in their css.