Greetings GR63J,
Since your wallpaper is not behaving the way you expect, there are some steps you can take to find a resolution.
1. Test the issue in safe mode. This is a way of starting that disables certain software and can help isolate the issue. It is normal for the start up process to take longer while starting in safe mode. Start up your Mac in safe mode
2. Updating can often help resolve unexpected behaviors, so ensure that your macOS is fully updated: Update macOS on Mac
3. If the wallpaper still reverts, test to see if this issue occurs in a new admin user account. This will help isolate the issue to your whole system or just your user and determine your next steps. Learn how to create a user here: Change Users & Groups settings on Mac
Be sure to let us know the results, so the community can help to guide you to a resolution.
Best wishes.