I filed a bug report at https://github.com/mate-desktop/mate-settings-daemon/issues/177 about this. While that gets worked on, feh (https://packages.debian.org/stretch/feh) can be used to manually set the background.
-- David Griffith d...@661.org A: Because it fouls the order in which people normally read text. Q: Why is top-posting such a bad thing? A: Top-posting. Q: What is the most annoying thing in e-mail?