Why is it so difficult to save a picture from the web and make it a background?

(Phone is S8+)
This should be a very easy task. There should be a "save as wallpaper" option somewhere.. but I have tried everything I can think of.
I go to the internet, find an image I want to save as a background (wallpaper), then I long press or some other method to download the image.
Once it is downloaded however, it doesn't show up anywhere. It is not in downloads in my gallery or anywhere else that I can see.
I use to have a phone where all I had to do was open a picture in the default gallery program and long press it and had an option to "set as background".
If I pull down the notification where it says the file has been downloaded and click that, it brings up the picture in gallery. However, there are zero options. It is just the image and no amount of long presses or anything else will do anything. All you can do is see the image and close gallery. You can't see any other images or do anything else but look at that one photo.

Can someone please give me a step by step guide to accomplish this task?

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