I’ve only had multiple-monitor setups on Macs. Never even so much as sat in front of a PC with multiple monitors.
Does the PC “Wallpaper” option let you, if you so choose, take a single image and span it across all your screens? That seems to be what you’re saying.
Can you instead, if you so choose, select a separate image for each screen? That’s how the Macintosh “Desktop Pictures” works. (We can select a folder instead of a file and it will randomly select a pic and rotate them at a designated interval, also).
To put a single image up and have it span multiple monitors, I think a Mac user would have to take the desired image and open it in Photoshop or GIMP or GraphicConverter and slice it up into pieces and assign each piece to the appropriate monitor, separately. (Although there might be 3rd party utils that do what you’re talking about)