Comment 4 for bug 963140

There is a dirty way to fix it:
Go to /usr/share/backgrounds and rename warty-final-ubuntu.png to whatever-you-want.png (as in whatever name you want). Doing that will fix the bug, but will make it unavaivable in the OTB wallpaper list, so go to /usr/share/gnome-background-properties and edit the ubuntu-wallpapers.xml. The first entry is the default wallpaper, rename "<filename>/usr/share/backgrounds/warty-final-ubuntu.png</filename>" to "<filename>/usr/share/backgrounds/whatever-you-want.png</filename>"
After that reboot and it should be fine.
However according to @om26er (and I'm willing to agree with him), the BG color is written in libgnome-desktop there must be a problem somewhere in that code. A few days ago it was saved in dconf now its moved to libgnome-desktop and the issue started after that.