Xfdesktop expects Thunar to be running during startup, thus delaying the render of wallpapers. This is caused by the synchronous initialization of dbus proxies at xfdesktop_file_utils_dbus_init, so I proposal is to use the asynchronous variant of those functions. Currently the fallback session is set to start Thunar before xfdesktop, we may be able to change that once this is fixed.
Created attachment 8543 async_proxy_init.diff Proposed patch.
Andre Miranda referenced this bugreport in commit 0887d5248f81fda701a3370e35788704c98f7efc Use async dbus proxy initialization (Bug #15418) https://git.xfce.org/xfce/xfdesktop/commit?id=0887d5248f81fda701a3370e35788704c98f7efc