You need to open the WindowBlinds Configuration screen and click on Basic Settings on the left. Make sure that "Apply any wallpaper supplied" is checked. If the Blind has a wallpaper this setting will apply the wallpaper when you load a blind.

But the themes I downloaded for WB5 has wallpapers on their previews on the galleries

But the themes I downloaded for WB5 has wallpapers on their previews on the galleries

If you mean the preview picture, the wall in pic is the wall the author of skin had applied when taking a screen capture for the preview. If a wall is included most authors state that in their description. As far as defaulting to Bliss wall, if there is no wall in skin, the wall you have applied when changing skins will still be applied when new skin is applied. WB does not default to the Bliss wallpaper.
I would say from my time here that less than 20% of WBs include the wall.

So basically most of the WB themes in the gallery's does not include wall unless specified?

Thanks again

So basically most of the WB themes in the gallery's does not include wall unless specified?

Yes...