To answer my own question, I believe it's Windowblinds. I've changed to a skin without a wallpaper supplied and Xtreme now starts with the defined wallpaper.

As I mentioned earlier, WindowBlinds loads first for me, then Xtreme. Is there a way to force Xtreme to load a wallpaper after WindowBlinds has set one?

Nope, sorry... Xtreme only modifies the wallpaper at the time you change themes, it leaves it well alone after that.

Surely, WB must have some setting to leave the wallpaper alone as well, no?

I actually have WindowBlinds set to not load wallpaper. But it does anyway (I discovered last night). That's a bit rude

I guess I'll just have to make my own WindowBlinds skins again. Just for the windows though as Xtreme does the rest for me.