Too Long; Didn't Read
Security researcher bohops demonstrated a credential harvesting trick that uses Windows theme files. Setting a Windows wallpaper location to a file present at a remote location, for example, can be abused for phishing. Windows would automatically try to authenticate to a remote Samba location by sharing the user's NTLM hashes in the background to the remote server. The chances of the (unknown) remote resource or wallpaper or wallpaper sharing the same set of credentials are infinitesimally small. Microsoft stated they'd not be patching this bug as it was a "feature by design"