If the option to skip the current wallpaper on your Windows 10 lock screen doesn’t appear, there is a power shell command that can be run in order to force skipping it.
Open a power shell prompt as administrator and run the following command to reset Windows spotlight.
Get-AppxPackage -allusers *ContentDeliveryManager* | foreach {Add-AppxPackage "$($_.InstallLocation)\appxmanifest.xml" -DisableDevelopmentMode -register }
Then wait a minute or two and try pressing Win + L to see if there is a new background. If not, restart the computer.