Right-click on the desktop, select "Desktop Preferences", click the little folder at the end of the "Wallpaper:" line, select a different wallpaper, click "Open", then click "Close" ?
Now what's the output from
cat ~/.config/pcmanfm/peppermint/pcmanfm.conf.old | grep wallpaper
cat ~/.config/pcmanfm/peppermint/pcmanfm.conf | grep wallpaper
You can change the wallpaper back afterwards, but you MUST change the wallpaper as described above at least once to generate the new pcmanfm.conf file.