To insert a watermark or background into your PDF document: On the Page Layout tab, in the Page Marks group, click the arrow under Watermark, and select Apply to document A menu lists all watermark and background profiles. My guess is that the Wordpress software automatically converts PNGs to Jpegs, and of course JPEG doesn't support transparency in the first place. Analyze the image and correct the alternative text to correctly communicate the purpose of the image.
Then browse to or create a folder for the individual images bearing in mind that each page of the PDF will be converted to an individual image file. Background image is not showing in pdf Background.