@Petr Hois, Thanks for posting in Q&A. From your description, it sounds like the issue might be related to the resolution of the images not matching the screen resolution of some devices.
You can manually test on these affected devices and make sure the images you are deploying match the native resolution of the devices. You might need to create multiple versions of the wallpaper for different screen resolutions and deploy via different policies.
Hope the above information can help.
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