Making sprites turns the backdrop active or enables 3d mode, or more specifically it turns the sprites backsave on so it doesn't leave trails. It seems that when you clear all sprites, the backdrop stays on but backsaves for futures sprites turns off. Just a guess but I can't test this cause there's no commands to check the backsave state of a sprite.
Either way, just setting the backdrop on at the start of your program will fix it, so:
rem Standard Setup Code
sync on
sync rate 60
set display mode 800,600,32
backdrop on
ink RGB(255,0,0),0
"Get in the Van!" - Van B