Macro to Change Cell Background Color From White to No Fill

You were close. You can't select the cells without selecting the worksheet, but there's no need to do either.

Sub White2Blank()
    Dim wks     As Worksheet

    With Application
        .FindFormat.Clear
        .FindFormat.Interior.ColorIndex = 2
        .ReplaceFormat.Clear
        .ReplaceFormat.Interior.ColorIndex = xlNone
    End With

    For Each wks In Worksheets
        wks.Cells.Replace What:="", Replacement:="", _
                          LookAt:=xlWhole, MatchCase:=True, _
                          SearchFormat:=True, ReplaceFormat:=True
    Next wks
End Sub