this pisses me off so much. You can set an HDR wallpaper too, but only if you insert a special file into its place to trick Windows into working properly
You remind me of something different but related. I noticed in Windows 98 that it would store a different setting for BMP wallpapers. And BMP wallpapers would also load in faster. So when you first set a BMP wallpaper, and then change it to a JPEG, it would remembrr both of threm. And it will still briefly display the BMP one on startup before it loads the JPEG one.
It's kinda weird how much of a performance difference the wallpaper makes. I once installed Linux mint on an old laptop and the perf of managing windows and some other things was terrible until I changed the wallpaper to a plain color.
Meanwhile windows will still lag switching between desktops if they have different wallpapers, even on high end computers