Instead of only setting a background-color you can also set a linear-gradient as background:
option:checked {
background: red linear-gradient(0deg, red 0%, red 100%);
}
This works in IE11 and latest Chrome and Firefox. Safari just ignores it. Did not test IE/Edge.
If you want to set the background color only for focused multi-selects you can use this snippet:
select[multiple]:focus option:checked {
background: red linear-gradient(0deg, red 0%, red 100%);
}
See the full demo here: http://codepen.io/marceltschopp/pen/PNyqKp