Yes, it can be done by using LV_PART_SELECTED | LV_STATE_CHECKED in lv_obj_set_style_bg_color function. Something like this:
lv_obj_t* list = lv_dropdown_get_list(dd); /*Get the list*/
lv_obj_set_style_bg_color(list, lv_palette_main(LV_PALETTE_INDIGO), LV_PART_SELECTED | LV_STATE_CHECKED);
I found it in lv_theme_default.c file, where all styles are applied there.
https://github.com/lvgl/lvgl/blob/d56ce08782852ff274141f69271464da87de96bc/src/extra/themes/default/lv_theme_default.c#L961