My Sonoma wallpaper and screen saver do change. Each time I switch on my Mac Mini I get a different wallpaper on each display. This change seems to work if you use dynamic wallpapers for both the wallpaper and the screen saver.
However, the options for changing are limited to Continuously, Every 12 Hours, Every Day, Every 2 Days, Every Week, and Every Month. Not a great choice and it would be better if there were more options, for example, Every 10 Minutes, Every 30 Minutes, Every Hour, and so on up to Every 12 Hours.
In my opinion, Apple got the options wrong for wallpapers and screen savers.
Regards
Schof