Is it possible to change the color for quick picker selected option via settings?
To keep your current theme and change just this color, find "Workbench: Color Customizations" in your settings and click "edit in settings.json", and add the following to the user settings on the right side of the screen:
"workbench.colorCustomizations": {
"list.focusBackground": "#CCCCCC"
},
You can replace it with any color you'd like.