This was a bit of a strange one. After ensuring there were no lingering updates that needed to be applied, I sought out the wisdom of Google and when that was a bust I reluctantly reached out to Microsoft over Twitter but as they’ve established for a long time now, Microsoft are always quick to respond to praise and seldom acknowledge criticism. They’re a mega-corporation so understandably, they simply do not give a shit.
I digress, so the issue is that if you are using dual-screens (and I suspect this would extend to larger multi-screen setups, too) and you navigate to Personalization > background, you have the option of right-clicking on a recent image and setting it for all monitors, or monitor 1, 2 etc. For whatever reason suddenly the set-for-monitor 2 option stopped working. Stranger still, this issue seems to have occurred because monitor had been replaced with desktop.
So this is what it should look like. Clearly it acknowledges each connected monitor:

And this is what it suddenly changed to:

Why this happened is anyone’s guess, but there is no way to choose between desktop and monitor. At least, not that I could find.
Thankfully, fixing this is pretty easy.
- Press the Windows button + Tab
- Remove all of the desktops at the bottom of the screen except for Desktop 1
- When returning to Personalization > Background, desktop has been replaced with monitor once more
And that’s it. Why Microsoft couldn’t just advise me of this speaks volumes about how they perceive their userbase but hopefully somebody reading this found it useful.