So I could be wrong, and it might not be exactly what you're talking about, but I believe the "Automatic" wallpaper in Catalina is designed to change between Light and Dark *IF* you have the system set to change between light and dark based on time of day. So, in Settings -> General, if you have the Appearance set to Auto. If you have just picked Light or Dark, the Automatic wallpaper is just going to stick on Light or Dark.
Again, I could be wrong, but I don't believe it's designed to work the same way Mojave did, where the wallpaper changed between multiple different variations of light and shadows throughout the day. I believe the Catalina wallpaper is either Light or Dark, depending on your system appearance preference, without the multitude of variations between.