Different display drivers have different wallpapers?

Observation:
When I switch between open source and NVIDIA drivers the background is switched to default (or to the last one set for that driver).

I didn’t realize the wallpaper setting was stored that way? Is it like that in all DEs or just XFCE?

So that happened “inside” Xfce, i.e. without changing to any other DE?

And does the same happen “inside” other DEs (if you have tested that)?

Here I’ve been using only Nvidia driver, so haven’t seen that before.

No, this is display DRIVER not Environment. It was all in Xfce, but I uninstalled the NVIDIA driver.