Yes, because it's the standard behaviour of lightdm.
Boot --> lightdm starts with no user selected (remember, a linux machine is a multiuser environment by definition.... try this command in a terminal awk -F':' '{ print $1}' /etc/passwd and see for yourself) and shows default wallpaper --> last selected user kicks in (usually, the only physical user of a desktop machine) --> user wallpaper shown.
It's not a bug.