There is a power plan setting to control whether the desktop slideshow is operative.
Open Power Options in Control Panel. Click Change plan settings next to your selected plan. Click Change advanced power settings.
Since I'm on a desktop, I only get a single setting for each option.
Expand Desktop background settings, then Slide show. If you want the slideshow to always go on, set both On battery and Plugged in to Available. Click OK, then Save changes.