yes, you did something wrong, me too - I point you to the wrong directory, it is pcmanfm-qt/lxqt - the background is set in settings.conf. And if one change the Wallpaper settings pcmanfm-qt should have write access to this file.
Edit - ok, maybe the debian packages are wrong, but i don't think so, i know the packager. And maybe the siduction settings are plain worng, but i don't think so, because i also know the maintainer very well. So it might be an upstream bug - but i guess upstream is right, because i think i know the upstream guys also well. They would have noticed such bug.