Fix storyboard / beatmap backgrounds being rendered in background of multiplayer (#37073)

Closes https://github.com/ppy/osu/issues/37006 visually.

Note that this adds a brief fade in on entering `PlayerLoader` from
`OnlinePlayScreen`s due to actually loading the background at this
point. I think this is fine.

osu.Game/Screens/Backgrounds/BackgroundScreenBlack.cs

@@ -10,18 +10,28 @@ namespace osu.Game.Screens.Backgrounds
 {
     public partial class BackgroundScreenBlack : BackgroundScreen
     {
-        public BackgroundScreenBlack()
+        private readonly double delayBeforeBlack;
+        private readonly Box box;
+
+        public BackgroundScreenBlack(double delayBeforeBlack = 0)
         {
-            InternalChild = new Box
+            this.delayBeforeBlack = delayBeforeBlack;
+
+            InternalChild = box = new Box
             {
                 Colour = Color4.Black,
                 RelativeSizeAxes = Axes.Both,
             };
+
+            Alpha = 0;
         }
 
         public override void OnEntering(ScreenTransitionEvent e)
         {
-            Show();
+            this
+                .Delay(delayBeforeBlack)
+                .FadeIn(200)
+                .OnComplete(_ => box.Hide());
         }
     }
 }

osu.Game/Screens/OnlinePlay/OnlinePlayScreen.cs

@@ -10,6 +10,7 @@ using osu.Framework.Screens;
 using osu.Game.Graphics.Containers;
 using osu.Game.Online.API;
 using osu.Game.Overlays;
+using osu.Game.Screens.Backgrounds;
 using osu.Game.Screens.Menu;
 using osu.Game.Screens.OnlinePlay.Lounge;
 using osu.Game.Users;
@@ -22,6 +23,10 @@ namespace osu.Game.Screens.OnlinePlay
         [Cached]
         protected readonly OverlayColourProvider ColourProvider = new OverlayColourProvider(OverlayColourScheme.Plum);
 
+        // Without this, the beatmap / menu background will be displayed behind the online play overlays.
+        // This adds needless load, and in some cases is visible when everything in front is transparent momentarily (song select).
+        protected override BackgroundScreen CreateBackground() => new BackgroundScreenBlack(WaveContainer.APPEAR_DURATION);
+
         public IScreen CurrentSubScreen => screenStack.CurrentScreen;
 
         public override bool CursorVisible => (screenStack.CurrentScreen as IOnlinePlaySubScreen)?.CursorVisible ?? true;