NSButton white background when clicked

When creating Cocoa bevel button with custom image and alternate image I'm having a strange behavior. In the pressed state the button background becomes white. I'm adding the button as subview of a transparent window (HUD window).

I'm trying every technique that I know:

NSButton *closeButton = [[NSButton alloc] initWithFrame:NSMakeRect(0.0, 0.0, 30.0, 30.0)];
        [closeButton setFrameOrigin:NSMakePoint(0.0, 0.0)];
        [closeButton setImagePosition:NSImageOnly];
        [closeButton setAction:@selector(closeWindowAction:)];
        [closeButton setBordered:NO];
        [closeButton setTransparent:NO];

        [closeButton setImage:[NSImage imageNamed:@"icon-tclose-off"]];
        [closeButton setAlternateImage:[NSImage imageNamed:@"icon-tclose-on"]];
        [closeButton setBezelStyle:NSShadowlessSquareBezelStyle];
        [closeButton setButtonType:NSMomentaryLightButton];

        //[[closeButton cell] setBackgroundColor:[NSColor clearColor]];
        [[closeButton cell] setHighlightsBy:NSChangeBackgroundCellMask|NSCellLightsByContents];
        //[[closeButton cell] setHighlightsBy:NSContentsCellMask];
        //[[closeButton cell] setShowsStateBy:0|NSContentsCellMask];

I also tried

[closeButton setButtonType:NSMomentaryChangeButton];

[[closeButton cell] setHighlightsBy:NSContentsCellMask];

with no results.

You can see the wrong behavior in the attached screenshots:

Bevel button overlaying a HUD window:

Wrong bevel button background:

Creating button

NSButton *myButton;
myButton = [[NSButton new] autorelease];
[myButton setTitle: @"Hello!"];
[myButton sizeToFit];
[myButton setTarget: self];
[myButton setAction: @selector (function:)];

Add button to window

unsigned int styleMask = NSTitledWindowMask 
                           | NSMiniaturizableWindowMask;
NSWindow *myWindow;
myWindow = [NSWindow alloc];
/*get the size of the button*/
NSSize buttonSize;
buttonSize = [myButton frame].size;
/*set window content rect with the size of the button, and with an origin of our choice; (100, 100)*/
NSRect rect;
rect = NSMakeRect (100, 100, 
                   buttonSize.width, 
                   buttonSize.height);

myWindow = [myWindow initWithContentRect: rect
                       styleMask: styleMask
                       backing: NSBackingStoreBuffered
                       defer: NO];
[myWindow setTitle: @"my window"];
/*replacing the default window content view with our button*/
[myWindow setContentView: myButton];