System preferences doesn't load the photos when I want to change my desktop wallpaper on MacBook Pro

From memory this was always an intermittent issue with Catalina when trying to access pictures from the Photos database via Media - Photos. Not just with System Preferences but with other applications too. Sometimes images would be listed, sometimes you had to try two or three times, and as you say, if they did appear then. scrolling through them could be very slow.

My impression is that the situation improved greatly with Big Sur and Monterey. If it's an issue for you, and if your Mac is capable, then it might be a good reason to upgrade your OS.

Cheers,

H

The report looks good, none of the usual suspects indicated. However, it says you don't have Time Machine enabled. Do you have a backup program enabled? You should if you don't already. You could lose all of your data is there's a drive failure.

Try this: as a test launch Photos with the Option key held down and create a new, test library.  Import some photos, make it your System Photo Library and test to see if the same problem persists. Does it? This tells us if the problem is limited to your current library or is more wide spread.

Please read the following user tip and restate your question/problem in detail: 

     Writing an Effective Apple Support Communities Question - Apple Community

What system and Photos versions are you running?

Are you running a "managed" or "referenced" library?

Do you have iCloud Library enabled and, if so, is "Optimize Mac Storage" enabled also?

Boot into Safe Mode according to How to use safe mode on your Mac and test to see if the problem persists. Reboot normally and test again.

System 10.15, Catalina, has an earlier version of Photos than 7.0, i.e. V 5.0.

Download and run Etrecheck.  Copy and paste the results into your reply. Etrecheck is a diagnostic tool that was developed by one of the most respected users here in the ASC and recommended by Apple Support  to provide a snapshot of the system and help identify the more obvious culprits that can adversely affect a Mac's performance.

IMPORTANT:

Before running Etrecheck assign Full Disk Access to Etrecheck in the Etrecheck's Privacy preference pane so that it can get additional information from the Console and log files for the report:

Also click and read the About info to further permit full disk access.

Copy the report

and use the Additional Text button to include the report in your reply.

You would have to have an external hard drive to use as a backup of your laptop. You'll have to make the decision if there's anything of enough value on the laptop to save.