That does not look "expected". Have you tried to set the background in more normal ways (you may not do it right using the DConf Editor), right-clicking on the background or through "GNOME Tweak Tool" (same tab where you disabled the icons on the desktop)? If it is a bug, you can simply remove the individual icons for "Home folder", "Network servers", "Trash", "Mounted volumes" (again from the same tab in "GNOME Tweak Tool") and never put icons on the desktop.

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