Very normal, yes, and nothing to worry about. Click "Don't show again".
Now, next issue. You're in 16-bit, which is contributing to this problem also. Please don't do that. 8-bit is fine.
I'm so sorry. I give a lot of advice freely here, but not where it coincides directly with my classes.
This is all covered in the Print Sharpening Class.
I hope you understand.
Gosh, then of course you don't need to make a separate file of it, and Place it. Just use a Solid Color adjustment layer right there in the file.
So do you not want any gradation in the background at all? Surely some shadowing is needed?
You haven't set the new background file to "Multiply" blend mode.
Can you post the new background file by itself, so I can see what it looks like? I think you might be going about this the wrong way.
This is a very good idea. The more you can do this, the better and faster your work will be.
Have you ever made an action before? I wrote a simple tutorial here.
Also, some general info here.
And of course, this one will slice heaps of time off your output workflow.