I think there is a work around but, it really depends on your situation!
You can create a macro which fires when the selection changes and it simply changes the background of each cell. When you 'leave' the cell it will reset the row's background value to white and then select the new row.
I added this to my Sheet1 in the Visual Basic window.
Private Sub Worksheet_SelectionChange(ByVal Target As Range)
Cells.Interior.ColorIndex = xlColorIndexNone
ActiveCell.EntireRow.Interior.ColorIndex = 34
This screen shot was taken while the application had lost focus.
This may be annoying but you could easily add a button which could toggle this feature on or off!
The negatives are (from top of my head : It will remove any current highlighting you have. So if you have highlighting on your page (cells coloured) then best not use this! Also, it will probably print with the highlighted rows!