I set my own image for the new card and the browser displays it. I reopen the new card and the browser does not display the image I've chosen, but the default background. The options show a thumbnail of the image I've selected.
I also had the same problem in the Canary Channel a while ago. I would like to suggest you to also send this issue through the in-app feedback tool (Alt+Shift+I) in Microsoft Edge with the diagnostics attached which will help the New Tab Page team to resolve your issue.
