Same bug seems to be present on all desktop variants. Better approach would be to fix it the same way it was created:

[ o.k. ] Creating board support package for CLI [ armbian-bsp-cli-bananapi ]
cp: cannot stat '/root/build/packages/blobs/desktop/wallpapers/armbian*.jpg': No such file or directory
[ warn ] create_desktop_package.sh exec error
[ o.k. ] Building desktop package [ armbian-sid-desktop-xfce_21.05.5_all ]