Look at the situation after setting first.

At this time, you find that you want to set your favorite picture as desktop wallpaper, but it has no effect at all.

Here is the solution. Open the settings.

Find "Easy to Use" and click Enter.

Find "Other Options" with "Show windows Background" on the right and open it.

Now use step 2 again, set new wallpaper, and find that the desktop can be replaced normally.