I don't know how many xfce users noticed this but when setting a wallpaper in xfce it doesn't matter how many images you import the next time you'll go there it will list only the image currently set.
Here I've found a patch to fix the issue :
I've tested it on slackware64 14.0 and it seems to be working perfectly.
It would be nice to have it included by default if Pat's ok with that.
To be fair I didn't find it myself but it was suggested to me by cavalier_work on irc in #xfce whom I'd like to thank.