Shades of Gray - Remove Shading

I recently encountered text that had shading on it that was difficult to remove. It looked like this example:

FYI: The text above was generated with the lorem shortcut.

It tried to remove it using the Text Highlight Color tool, but it didn't remove it.

Then I tried to remove it with the Borders tool. I clicked Borders > Borders and Shading > Shading, then changed the Fill to No Color. Clicked OK, and nothing happened.

The trick to fixing it is to apply the shading to the text, not the paragraph. Change Apply to in the dialog to Text.

Click OK, and the shading goes away: