POTD was cached in `~/.cache/`. But lock screen seems not a process of current user, so it won't find the cache in user's home dir. So I changed cache location to `/tmp` and it starts to work. Note: it only works when your lock screen use the same POTD provider as your desktop wallpaper.
Flickr and APOD(NASA) providers don't work because they cannot cache pictures. But that is another bug.