Click your device in the Thin Client directory of the tree.
Go to User Interface > Display > Desktop > Background. (IGEL Linux v5) or User Interface > Desktop > Background (IGEL Linux 10).
You will see that the wallpaper is already assigned by the profile; you cannot set it manually any more.
Alternatively, you can shadow your thin client and you will see the new wallpaper.
This way, you can automatically assign background images to your thin clients. It is very easy to maintain them because the only thing you have to do if you want to change the image is to change it in the profile.