Hello,
If “Remember my preferences” is on, your background sync across devices and may switch slideshow to a single image. Also, some themes only support a static picture.
To fix it, go to Settings, Accounts, Windows backup, turn off “Remember my preferences” for Personalization, then go to Settings, Personalization, Background, set Slideshow again, and choose a theme that supports slideshow.
If it keeps happening, reset or change the theme since Windows applies theme settings over slideshow.