Lock screen vs home screen image
How can I restore the feature to have one image set for my lock screen and a different image set for my home screen?
iPhone 6s, iOS 15
Your profile says iPhone 6S with iOS15. Nothing has changed for that phone.
If you are talking about a phone on iOS16 then first set up a new Lock Screen with your choice of background then change/customise the background on the Home Screen
Personalize your iPhone Lock Screen – Apple Support (UK)