SUMMARY
Currently, to change the SDDM wallpaper, you have to manualy pick an image file, and that is fine when the image is in the Pictures or Documents folder, but when using one the default wallapers, it's very tedious to go to "/usr/share/wallpapers/[wallpaper name]/contents/images/", and it's even harder (or even seemingly impossible) for a person that doesn't know where the wallpaper is located or that it's possible to get the path from the "Wallpaper" tab and clicking on "Open containing folder".

So my proposal is to make it easier, either by simply making the "Apply plasma settings..." button also change the SDDM wallpaper to match the wallpaper of the primary display or the wallpaper of the lockscreen, or (which is in my opinion the better option) is to add an option in the "Wallpaper" under "Appearance & Style" to either pick to change the Desktop wallaper or to change the Lock screen wallpaper. The desktop wallpaper option would let you change (you guessed it) just the desktop wallpaper, but the lock screen wallpaper option would let you change the lock screen wallpaper, and the SDDM wallpaper would get applied as well and it would make the gap between the lock screen and login screen less obvious.

And having three places in completely different tabs to change the wallpaper (Desktop, Lockscreen and SDDM) is really tedious and unclear for a beginner, especially with the fact most other OS's like Android and OSX have them in the same place. And it's just more clean in my opinion.