I think the player is always going to have to click on the iframe to give it focus. With "click to run" there isn't an iframe on the page yet so it doesn't have focus. I could add a JavaScript callback to transfer focus to the frame after clicking the button though.
Regarding background images, I think it's a great idea and I considered it when implementing the feature. Since I wasn't sure how many people would be enabling this option I held off adding it. If we add a way for developers to force "click to run" then I think it definitely makes sense to allow for uploading a background image.