Hello, I'm Quinn and here to help!
Since you already selected Picture, try resetting your theme:
- Go to Settings > Personalization > Themes.
- If you’re using a custom or active theme, switch it to the default Windows theme.
- Then go back to Background and set your preferred image.
You can also check if the Bing Wallpaper app is installed, as it can override your background:
- Go to Settings > Apps > Installed apps.
- Search for Bing Wallpaper.
- If found, click the three dots on the right and select Uninstall.