Virtual desktops are here for a long time, and I never got comfortable with them. One of the main reasons that it takes effort to think and assign different desktops for different workflows/situations, and when you do that - it is still not easy to track in which desktop you are at the moment. Usually you have to look for some little number or highlighted square somewher in the taskbar, which is a distraction.
For a “space” to be identified as particular / different, it should be easily recognizable. A different background or even colour scheme is an obvious solution. But in practice most virtual desktops on Windows and on Linux don’t even have a possibility to have a different backgrounds, not even speaking of other differences. Why?
On KDE, there’s actually a separate feature which provides essentially virtual desktops with changing wallpapers (and widgets and a few other things), which is called “Activities”. You can also then use multiple virtual desktops per Activity.
I think, that’s kind of the main reason: Many people use virtual desktops differently.
For some folks, they represent different larger topics, where the Activities feature would match very well.
For others, virtual desktops are more like a second monitor, so they just want to see different windows, nothing more. In fact, some desktop environments like GNOME, create and destroy virtual desktops per demand. They couldn’t really remember the wallpaper for those workspaces.