If you had moved the files into /home/osmc/.kodi/addons/skin.xonfluence/backgrounds/ you may want to consider moving them somewhere else. I believe the behavior of the add-on updater is to delete that entire folder when an update happens, which would also delete the wallpapers you moved there. Add-on settings are stored in .kodi/userdata/addon_data/ so if you wanted to store these files with your skin the appropriate path would be…
/home/osmc/.kodi/userdata/addon_data/skin.xonfluence/backgrounds/