geom_rect() is drawing a box for each row in your dataframe that is why you get a dark color, since you are not mapping any variable to an aesthetic I think you should use annotate()
annotate("rect", ymd('2020-03-25'),
xmax = ymd('2020-05-30'),
ymin = -Inf,
ymax = Inf,
alpha = 0.01, fill="pink")