@Filipe Augusto da Silva Braz Thanks for posting in our Q&A.
To clarify this issue, we appreciate your help to collect some information:
1.Which method did you use to deploy a wallpaper? Via configuration profile or PowerShell script?
2.Please check if this profile's deployment shows success in intune portal.
3.Is there any difference between these devices?
4.Based on my researching, I find a script in the following post can be deployed to configure wallpaper via intune, you can test and see if it can work.
https://www.reddit.com/r/Intune/comments/wvkoym/powershell_script_as_win32app_to_set_desktop/
Note: Non-Microsoft link, just for the reference.
If there is anything update, feel free to let us know.
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