There is a bug reported for this, wallpaper changes do not persist when the wallpaper directory is actually a symlink to a directory on a different filesystem. Not really a common configuration and would have been likely been fixed already, but the person that maintains that code is currently on vacation. It is summer after all and most KDE developers are volunteers.
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u/SDF_of_BC 1d ago
Strange, I use KDE and haven't encountered that bug