Just checked, it’s there on Firefox on Windows, too. Also, Windows itself has a “Send To…” item on the right click menu for images, and one of the options in the submenu below that is “Mail Recipient”. (Chrome has the possibly-even-more-useless “Generate QR code for this image” but I don’t see an “e-mail this image” option in Chrome on Windows.)

In a corporate environment where you care about such things, you really want to disable the functionality of the user setting the background in the operating system, not in a specific application. Otherwise, you’re going to have to track down every application that includes this functionality, figure out how to disable it it in that application, and find a way to apply that change to every PC. (Microsoft’s Photos app, for example, can set pictures as either background or lock screen.)