In any animation or movie, backgrounds can establish the scene or can set the mood. But in Anime, backgrounds go one step further and become an integral part of the action, living and breathing as a supporting character. It's like reality is warped by the emotions of the character, giving the backgrounds life. When a character is full of passion, the background bursts into flames. When a character has a shocking revlation, a bolt of lightning crashes behind him. When a character makes a heartfelt proclamaition, waves crash or the sun rays shine brightly in the background.
In the example above, the normal background treatment seems so plain and unexpressive when compared to the living anime background. With the living background, you really feel the passion of Kenny's delusions, and the fade back to a normal background is a key that we are have returned back to reality. This is how anime creates more visual excitement by not limiting itself to being realistic, and how it really exploits it medium to further distinguish its uniqueness.