While just as the complaint from a user saying “ I can’t change my lockscreen photo on my Windows 10 desktop PC”, you are confused to fix can’t change Windows 10 lock screen image.
People would like to change Windows lock screen in Start > Settings > Personalization > Lock Screen.
Or sometimes, it shows as We cannot set this one as the lock screen Windows 10.
To change lock screen for Windows 10 is the habit for some people, but it is also common when you encounter Windows 10 can’t change lock screen as some settings are managed by your organization.