In Eclipse, most of the coverage plugins, display covered/partially covered/uncovered lines with different colors (i.e. the whole line painted with a color)
I found the solution to this problem here but I thought it would be better to create a specific, well-phrased question so that people having exactly the same problem as me can find it better in Google / StackOverflow.
In a nutshell, through Editor -> Colors & Fonts -> General
(or, at least from IntelliJ 2017.3 onwards, Editor -> Colors Scheme -> General
)
you can customize the Colors & Fonts used for covered/partially covered/uncovered lines, modifying the background of the following entries:
For example, I wanted to use the same default colors already provided but not only on the margin but on the whole line (similar to how Eclipse does it), so I disabled "Foreground" and enabled "Background". Voilà!