Looking for the same thing. I have some devices with launcher and of course there I can set a wallpaper. But I have another batch with just a profile with no launcher, and I'd like to set a wallpaper anyway. AFAIK I can only see the "allow change wallpaper" checkbox on the restrictions payload of the profile, but I cannot find how to set it.
Apparently it's possibile under iOS environment in Settings > Devices & Users > Apple > Apple IOS > Managed Settings Requested, but there's no such thing for Androd. Too bad...