Thank you for this answer; it is very much appreciated.
But my message to Apple is this: without question, this is the least intuitive way to design this functionality - especially given the method used to change the wallpaper...
For the wallpaper, I have a dropdown that lets me easily select the monitor I want to change, then choose my new wallpaper. For the screen saver, I have to click the screen saver button, which opens a window that provides no guidance on how to make that change for each monitor.
Do I select which monitor I want to change before I click screen saver? No. Do I have some option to select which monitor AFTER I click the screen saver button? No.
Oh wait, I have to actually drag the settings window to the monitor I want to change, then click the screen saver button, then select the screen saver, then repeat for any additional monitors?
I'm sorry, but that's not how I would expect the screen saver to work, given the steps for changing the wallpaper, and I don't think any reasonable person would expect the two to work differently.