Use as wallpaper bug

[willz06jw]

When I right click, in the file manager, the image that I downloaded from the below link, I get the following error:
Link to Image : https://wallpapercave.com/w/wp6099242

Error I received:

cp: cannot stat '/usr/share/desktop-session/desktop-session-wallpaper/wallpaper.conf': No such file or directory
cp: cannot stat '/usr/share/desktop-session/desktop-session-wallpaper/wallpaper-list.conf': No such file or directory
cat: /home/willz06jw/.desktop-session/wallpaper.conf: No such file or directory
cat: /home/willz06jw/.desktop-session/wallpaper.conf: No such file or directory
sed: can't read /home/willz06jw/.desktop-session/wallpaper-list.conf: No such file or directory
There was no valid style for wallpaper setting found, defaulting to grey background

When I used the Control Centre/Use Wallpaper menu it worked fine

[grindstone]

Yeah use the CC or you can use zzzfm through Preferences.  If you don't want to "start" zzzfm, you can Rt-Clk on the File Manager desktop icon, choose Desktop-Settings and that'll raise the same Preferences dialog in which wallpapers may be chosen.