Many people had this question why there was that extra screen that was previewing background in GNOME Control Center.
There is a reason to everything I guess..
There you go. In GNOME 3.10 will probably exist two thumbnails. One that indicates your normal background and one for the lock screen. This is currently a mock up, but since Bastien Nocera, Allan Day, Jakub Steneir, Giovanni Campagna and Jasper St. Pierre agree on that, it looks like a finished story ;)
The bug in GNOME Shell is from Allan Day
Bug 688210 - Use a different image for the screen shield
I think this has been in the lock screen designs since for ever. Using a different background image in the lock screen would distinguish it from the session, and would give people a bit more control over how they present themselves to others (since the lock screen wallpaper is more public than the session one).
It might also be interesting to larger scale deployments or companies, who might want to lock down the lock screen wallpaper.
The patches are already there, but there is also the bug report for the G-C-C UI hook from Jakub:
Bug 696166 - have lock screen curtain background configurable
The background panel should have two buttons to configure the backgrounds of both the user session wallpaper and the lock screen curtain: