Hi, wai_yan published on 5th March 2022 in his Vol-65 MIUI Weekly bug report under topic 1 that
Xiaomi 11 T version V13.0.2.0.SKWMIXM and V13.0.2.0.SKWEUXM
are at the moment not able to set super wallpapers.
If you are concerned: the issue is known and worked on but not yet solved.
To read the original report by wai_yan please follow the link:
https://c.mi.com/thread-4009545-1-0.html

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wai_yan wrote in the following Vol-66 MIUI Weekly bug report under topic 3 that it is fixed "in the latest version of Themes APP. The version is already on general release."
If you like to read the thread: https://c.mi.com/thread-4018551-1-0.html

UPDATE: MIUI version 13.0.3.0SKWMIXM is out and the problem fixed