Firstly, there are plenty of occasions where the background is changed substantially, or even switched out for a completely different location. Just look at any of their BD/TV comparisons. This changes the mood, and occasionally, even the meaning of those shots (e.g. Maimi's room in Madoka). Sometimes they do a fine job establishing tone and mood with their backgrounds, but at other times it just looks like a cheap cop-out.
Whether or not other anime do a job with their backgrounds is, I think, irrelevant. Backgrounds are vital in establishing setting, mood and tone. They also tell us about the story and the characters depicted in it. They form a substantial part of many shots and therefore are a great details of the mise-en-scene in any given frame. They also draw the viewer into a scene, and into a world, and make us feel like we're wrapped up in the what's going on. To quote Oshii:
"For the longest time, backgrounds in animation were nothing more than something to fill the space behind the characters. Inside the house, there are walls and tatami mats on the floor, and if you go outside, if there are drainpipes, it would be an open lot. That was all there was to it. But in my projects, that's not how it works. The background and the characters have to be even. You have to take it as far as making the character a part of the background, or you're not really depicting a world."
When SHAFT chop and change their backgrounds (sometimes multiple times in the case of all the Madoka releases) it just shows they fail to understand this aspect of their craft fully.