Try these checks in order:
- Check accessibility settings that can force a black background.
- Open Control Panel.
- Set View by to Large icons.
- Open Ease of Access Center.
- Select Make it easier to focus on tasks.
- If Remove background image (where available) is enabled, turn it off and select Apply.
- Check contrast themes.
- Open Settings > Accessibility > Contrast themes.
- Make sure it is set to None.
- A contrast theme can replace the wallpaper with a black background.
- Restart Windows Explorer to refresh the desktop.
- Press Ctrl + Shift + Esc to open Task Manager.
- Find Windows Explorer.
- Right-click it and select Restart.
- Turn off sign-in preference restore if the black background returns after sign-in.
- Open Settings > Accounts > Windows backup.
- Turn off Remember my preferences.
- Sign out, then sign back in.
If the wallpaper still does not persist, the issue can be caused by a temporary personalization problem rather than the image itself.