SUMMARY I found two settings for wallpaper setup. Type 1 : System settings > Wallpaper Type 2 : Right Click on desktop > Configure Desktop and wallpaper Bug ? OS: Neon Unstable Plasma 6.1 dev
That's intentional -- so there is a more convenient way to change the waypaper directly from the desktop.
The plan is in the future might to have the "Right Click on desktop > Configure Desktop and wallpaper" open directly the "System settings > Wallpaper". But this is not set in stone or anything.