Using Qt 5.9, qtbase at ff34633bd0ed169b635b520f33740a31bbafaf46 (no high DPI scaling) .
Note: It seems it only happens in message boxes, where a white Windows theme background panel is drawn below the label by QWindowsVistaStyle::drawPrimitive() at qtbase\src\widgets\styles\qwindowsvistastyle.cpp:788 . Running with -style windowsxp works around the issue.
The panel color is plain white (255.255,255), yet it does not seem to be reproduceable with a simple example using a parent widget with a white background (palette, styleshee).
Update: Reopened by what may be a different issue. Nonetheless, this must be fixed before the alpha is released.