I wanted to change their colour, but AFAICT it doesn't seem to support that either.
I don't know Scintilla that well, but the color can be changed in some instances in SciTE, implying that Scintilla is capable of doing it. It may be up to the lexer to determine whether line breaks belong to whitespace or to some other style category. For example, when I'm editing Python in SciTE, I can modify the color of all line breaks using the whitespace color setting. But in C++, line breaks in comment or precompiler directive lines get colored as comments or precompiler directives, respectively, while other line breaks get colored as whitespace.
John