Just out of curiosity : it was totally feasible in previous ubuntu version. You just had to add your pictures in /usr/share/backgrounds and modify the contest.xml file ( if I can trust my memory ).
Today in 18.04 if you add some pictures to usr/share/backgrounds/Budgie they won’t appear in Settings/Backgrounds and no way to set a path to a chosen folder for images. Only ~/Pictures is shown.
Why such a visible thing as desktop background has become so « closed » ?
( + same kind of « problems » with Lightdm background, if you chose some personal picture through login-screen app’ it’s not updated in Settings/Background )
Now I did not test this : what could happen if I create a ~/.local/share/backgrounds/budgie folder ?
[later] → nothing…
It’s so strange not to be able to manage backgrounds from Settings/Backgrounds…