If you dont want to host a Blob storage you can just copy the Background with a Win32 app to the local device and than apply the Background. Just follow the documentation: https://whackasstech.com/microsoft/msintune/how-to-deploy-background-with-microsoft-intune/
Intune - how to add background wallpaper?

Hi,
how to create a policy to set wallpaper to computers?
Should we host a .jpg/png file at our website for that??
5 answers
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Nick Hogarth 3,521 Reputation points
2021-07-29T22:12:37.737+00:00 You can set a URL that hosts the wallpaper. See official docs - https://learn.microsoft.com/en-us/mem/intune/configuration/device-restrictions-windows-10#personalization
or you can upload it to Azure storage like https://msendpointmgr.com/2021/02/02/manage-desktop-wallpaper-with-microsoft-intune/ or https://oliverkieselbach.com/2021/02/23/set-preference-for-a-suitable-wallpaper-with-intune/
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Vallejos Juan Pablo (TPC) 0 Reputation points
2024-06-06T16:26:26.5166667+00:00 We deploy a win32 app following this and it worked perfectly in Intune, using the Microsoft Win32 Content Prep Tool
Here it is step by step:
Wallpaper and Lockscreen with Intune and Business Premium | scloud
Repository: https://github.com/FlorianSLZ/scloud/tree/main/Program%20-%20win32/Wallaper%20%26%20Lockscreen
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Josh Carbajal 0 Reputation points
2025-03-31T18:42:49.55+00:00 How is there not a default setting in the catalog for this already?