There are settings for lock screen wallpaper as well as desktop wallpaper.
If you want them to be the same then check what your lock screen wallpaper is set to and make it match the desktop wallpaper (or vice versa).
I suggest to clients that they do not make these match, as it really does serve as a visual reminder regarding which screen you're dealing with, even if nothing is displaying yet.
I do not think that any of the more recent versions of Android support going straight to the desktop (or its equivalent) on power on. You will always get a lock screen where a swipe, PIN, or password entry is required depending on how you set up your lock screen security.
Edited by britechguy, 16 November 2018 - 06:52 PM.
Added final note about lock screen requirement.
Brian AKA Bri the Tech Guy (website in my user profile) - Windows 10 Home, 64-Bit, Version 1809, Build 17763
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