This is a gross generalisation guys, so forgive me, but wallpapers in Cydia are by and large a relic of yesteryear.
In the bad old days, Apple didn't let us mess too much with the iPhone, so adding wallpapers to that list that comes on the device was awesome. Things have moved on significantly since then. You can download a pic from any source and apply it at will...
Many of the wallpapers you come across on Cydia will be designed for the old (pre-retina) iPhones and probably won't end up looking like you wanted (or even appearing in the list)
As I said, this is a gross generalisation, but my honest advice would be ignore the Cydia Wallies. Visit any wallpaper site (we have our own section on here), save them to your camera roll (photos) and apply them. It will save you a lot of heartache trying to apply them through Cydia!