There is no such option for me, I’m using plasmashell 6.3.6. However there is a file in /usr/share/sddm/themes/breeze/ called theme.conf.user that has this lines:
[General]
type=image
color=#2777ff
background=/usr/share/desktop-base/kali-theme/login/background
that is changing my background from the standard breeze. If I add “1” before the name of that file my background changes to the breeze default one, I can type the path to the image I want myself, but I really want to know if I’m missing a setting button.