Hi,
As far as I know, that activity requires you to download the Bing Wallpaper app, which applies the slideshow. Try to uninstall it and see if it fixes the problem. Go to Settings > Apps > Apps & features, select Bing Wallpaper and then Uninstall.
Once done, go to Settings > Personalization > Background and change it to Pictures. Select your preferred one and see how it goes.