It turned out that the utilities actually did work as intended and did save the wallpaper setting. The distro's default wallpaper was being displayed for a different reason.
The setting is stored in ~/.config/xfce4/xfconf/xfce-perchannel-xml/xfce4-desktop.xml. The issue is that it is not a single wallpaper spec, but a collection of specs. There is a separate spec for each monitor type and instance, and each workspace.
These all initially reflect the distro's default wallpaper setting. When you change the desktop wallpaper, it changes the setting only for the instance you change. In my case, the configuration file had 13 wallpaper settings, all reflecting the distro's default wallpaper except one. The user wallpaper spec was associated with the setting for the PC's monitor (in my case, monitorHDMI-1).
When I used the MX Snapshot and Live USB Maker utilities to replicate the installation, I kept checking the results on a laptop. The user wallpaper setting was indeed contained in the configuration file, but the laptop was displaying the distro default wallpaper because the laptop display is controlled by a different setting (in this case, monitorLVDS-1), than the monitor used with the original desktop PC.
If you use these remastering tools and want to see your own wallpaper selection when you boot on another type of hardware, edit this configuration file in the original installation before remastering. Correct the setting for other displays that may be encountered.
