Kind of weird but when I originally installed I used update and I ended up with all of the iOS7 wallpapers.
Then I did an "erase all content and settings" and I ended up with no wallpapers (except the default).
I next did a restore in iTunes using the original IPSW and same thing -- no wallpapers installed.

Then I did an "erase all content and settings" and I ended up with no wallpapers (except the default).
I next did a restore in iTunes using the original IPSW and same thing -- no wallpapers installed.