Having ignored this feature for a few days, I decided to put an end to it.
A bit of digging helped me find the right answer fortunately.
When disabled, it works only in the Stage Manager.
Before going through the steps below, ensure that the Stage Manager is turned off on your Mac.
Just hit the Control Center icon -> and ensure that Stage Manager is disabled.
1.After that, hit theApplemenu showing at the top-left corner of the screen.
2.In the drop-down menu, select theSystem Settingsoption to proceed.
3.Now, scroll down to findDesktop & Dockand tap on it.
4.Navigate to theDesktop & Stage Managersection.
5.Then, punch the drop-down menu that appears next toClick wallpaper to reveal desktopand selectOnly in Stage Manager.
Finally, quit the System configs and you are done.
This is where the desired control over every single feature whether big or small comes in handy.
In this regard, macOS has always lived up to the expectations.
What do you think?