My KLWP wallpaper reverts to default when I turn off my phone

So I downloaded this kickass Persona 5 preset wallpaper for my phone. The only problem is that it reverts to default whenever I turn off my phone. What gives? I'm using the Nova launcher btw

Here's the wallpaper:

This might be an issue with your device external SD and the launcher, can you send me an email at [email protected] so i can explain you how to provide me some additional debug info?

Will do