Rod and Jim B both referred to "Stage Manager" which, I have to admit, did not immediately occur to me. Kudos to them!
To get to the "Stage Manager" and its Settings:
Open System Settings. On the left, about half way down, Click on "Desktop and Dock".
On your right, if you scroll down, you will see the Heading "Stage Manager" and below, the settings that are available:
View attachment 39457
It might help you and us if you could tell us what your settings are in "Show Items"; Click wallpaper etc"; along with the Settings under "Stage Manager".
I have "Stage Manager" turned off. What is your Setting? On or Off?
Ian
Ian