Here is the quick hack.  (To do it properly, this should actually be connected to a checkbox in the settings.)
Index: src/sdk/wxscintilla/src/scintilla/lexers/LexCPP.cxx
===================================================================
--- src/sdk/wxscintilla/src/scintilla/lexers/LexCPP.cxx	(revision 8148)
+++ src/sdk/wxscintilla/src/scintilla/lexers/LexCPP.cxx	(working copy)
@@ -221,7 +221,7 @@
 	bool highlightWxSmith;
 /* C::B end */
 	OptionsCPP() {
-		stylingWithinPreprocessor = false;
+		stylingWithinPreprocessor = true;
 		identifiersAllowDollars = true;
 		trackPreprocessor = true;
 		updatePreprocessor = true;