It seems that simplified Windows 2000 theme you are using causes such behavior.
Though I cannot reproduce the issue on Windows 8 even with some simple themes.
I will check the rendering issues a bit later.
Could you try reproducing this issue with default Windows 7 theme?
Non-opaque window is the cause of the second text rendering issue. Unluckily i cannot do anything about it because rendering options, font and size of the text are actually the same in both cases. It seems to be some low-level rendering issue, probably in JDK.