try sending this as a report to http://www.apple.com/feedback/macos I'll try this out myself.
wow, ok, so this does seem to hold water for me. I'll also send feedback to apple about this in hopes they may fix it. I think I never noticed this because I never use the Fullscreen function in Lion. and you'll never really see it on that desktop if you are in fullscreen mode, but I see where you would want it to function as such... I digress.
The real question is how to go about "fixing" this as there is no desktop background for a fullscreen app, it just is that app, so assigning the background to that desktop might still be working but we would never be able to see it. So then would you say you would want a prompt saying that it is not possible while in fullscreen? maybe if it was grayed out it would be easier to tell that you are not able to reallu use this function while in fullscreen mode?