You can Control-click (right-click in PC parlance) on the background you want, select Inspect Element, click on the disclosure triangle for Images on the left. Scroll through the list of various images listed there until you see the one you want (they will be small, so you may have to click on a few to display it at full size on the right-hand side of the window until you find the right one).
Once you find the right one, Copy (Command-C) on the thumbnail image from the list, then go to Window > Downloads and paste (Command-V) the link there (the image will download immediately).
Yes, it's a bit more convoluted than what you're used to on the PC, but it gives you much more control over what you download.