You'll need a browser to find them & then note that they are .cpbitmat files and need converting.
That said there is a thumbnail for both lock and background wallpapers
Jake, if you're still interested in doing this, here are the steps.
Perform iOS device backup using Itunes without encryption enabled or other compatible software.
Extracted backup content using imobax in a directory or other software.
Locate /HomeDomain/Library/SpringBoard/ directory in the extracted backup direcrory and copy OriginalHomeBackground.cpbitmap, HomeBackground.cpbitmap and LockBackground.cpbitmap files.
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