I've been wondering about those "wallpapers" as well. If I interpret the symbolism correctly the criticism here is that the EU is supposedly on its way towards a communist state while killing the member states' individuality. That's just a guess though, I think it's really rather vague, which is most likely the whole point.
I do wish people would keep this pseudo political bullshit of our site, thought, it's really not much of a wallpaper. Instead we get tons of reports from people who find the vague non-message discomforting.
As for the reason why it's tagged #{Russian propaganda} look at CaptainFSU's comment on the uploader's profile:
Why do I get the feeling that these wallpapers were put out by Russian Military Intelligence in order to undermine European solidarity? ????????????
While I do find the assumption that russian military intelligence would consider wallhaven important enough to use it as a platform for undermining the EU quite flattering it is obviously a rather childish assumption.
They've also been tagged fake quote which I have no idea if it is accurate.