Depends. All it needs is some big distro to ad remote-loaded-image automatic backgrounds to the lock screen, and there you are. Whenever that image swaps to an ad, you’d have it on your lock screen, too.

Don’t misunderstand the ability for advanced users to disable or swap something (because this is trivially disabled on Windows, too) for an inability of companies or even groups of non-commercial volunteers to make shitty user-unfriendly decisions.