Welcome to the forum.
Do you mean by saying "second screen" you have an external monitor or are you talking about multiple desktops on one monitor? In either case, there is no bug. To change the screen on the second monitor, open System Preferences, then Desktop & Screen Saver. A window should open on each monitor with options to set the background. On the Main screen you get a box with "Desktop & Screen Saver" as the header, and on the other monitor you get "Secondary Desktop" as the header. I've done this on my system, so it works. And on my system, when I changed the Desktop background default, the change was made on all of the Desktops on that machine.