The settings in the Desktop & Screen Saver System Preferences panel are among several that don't stick when you move an OS X startup drive to a Mac that you've never connected the drive to before. These settings are at ~/Library » Preferences » ByHost » com.apple.screensaver.0011aa2233cc.plist, where 0011aa2233cc is the Ethernet ID of the Mac's primary Ethernet port (en0), also known as the MAC (Media Access Control) address, which is a number unique to each Mac.
The ByHost folder will gather a collection of plists for other preference panes, applications, etc., all with names containing the Ethernet ID specific to every Mac it's seen. One purpose for this is to allow you to have your user folder stored on a network, letting you have different preferences for each Mac that accesses that home folder. However, this makes it inconvenient when you have a utility drive that you connect to any number of Macs that those Macs haven't seen before. For instan...