This is one of those things I don't know if anyone will be interested in or care about, or maybe everyone knows about it already? The images you see are stored in oddly named files without a file type extension, so you have to copy them to another folder [you'll probably only want to copy the larger ones], rename them, adding a .jpg extension, then see what they look like, so you can decide whether to keep an individual image or not. There will be images you haven't seen, and may never see on the lock screen, along with images tailored for cell phones. Navigating to the folder where these are stored is a bit of a PITA -- it can help once you get there to set a shortcut to that folder so save you some bother in the future. The folder where they're stored is [note the x characters represent an ID-type string]:
C:\Users\ [UserName] \AppData\ Local\ Packages\ Microsoft.Windows.ContentDeliveryManager_xxxxxxxxxxxxx\ LocalState\ Assets