The file chooser dialog for the background image of SDDM has "image/*" in the filter by default, but it's a file name filter, so all files are filtered out.
Cannot confirm on Arch Linux, plasma 5.12.4.
I have upgraded my system since I made this report, and now I get "All Files" in the filter. However, if we take a look at the source: https://cgit.kde.org/sddm-kcm.git/tree/src/configwidgets/selectimagebutton.cpp#n76 it clearly wants "image/*" as the filter. It probably gets ignored by Qt, because it doesn't look like the magical format QFileDialog expects. Maybe I had a broken version of Qt that didn't ignore the malformed filter specification?
Fixed today with https://cgit.kde.org/sddm-kcm.git/commit/?id=159e2dcbf935c1aa543a33b1865b6f4a986401e6