I noticed this same problem. For me, the solution was
Amazing Weather HD. Unfortunately, the price is $1.99 for those of you that do not like to pay for apps. However, if you're willing to pay for this great weather app, they have a lockscreen function. It displays your weather AND you can select the background as the Bing image of the day! It changes every day to the correct image. Again, I know $1.99 might seem like a lot, but the app is great, has a great UI, and various live tile options. The lockscreen gives you current weather conditions, Bing image (or other background options), in addition to your normal date, time, unreads.
Something to consider.