I know the question is already answered, but there was some question on my comment and I wanted to elaborate on that.
First, let us consider one system only. The $\mathbb{R}$-span of all states $\rho$ is the space of Hermitian operators. Indeed, by the spectral decomposition, already the set of pure states is enough. This also implies that the $\mathbb{C}$-span contains all linear operators, since we can decompose any operator into a Hermitian and anti-Hermitian part and expand those in states.
For two (or more) systems, the dimension of $L(H_A\otimes H_B)=L(H_A)\otimes L(H_B)$ is the product of the individual dimensions, $\dim L(H_A) \times \dim L(H_B)$. This implies that taking tensor products of generating sets of $L(H_A)$ and $L(H_B)$ has to yield a generating set, too. Just reduce the generating set to a basis of $L(H_A)$ and $L(H_B)$ and you'll get a product basis which lies in the product of the generating sets.
Note that this also shows that this is not as special property of states. Any generating set will do.
What is special is that states are Hermitian and trace-one. Thus, they all lie in the according affine space in the real vector space of Hermitian operators. Hence, any other Hermitian trace-one operator is not any arbitrary (real) linear combination of states, but an affine one (take the trace on both sides)
$$
A = \sum_{i,j} c_{i,j} \rho_i \otimes \rho_{j} \quad \Rightarrow \quad \sum_{ij} c_{ij} = 1.
$$
As stated before, if we restrict to coefficients to be non-negative, we get the convex hull of product states, which is the set of separable states.
BTW, this is the geometric background for the robustness of entanglement which is an entanglement monotone defined as the minimum negativity in an affine decomposition of a state $\rho$ into product states.