I know this is old, but it came up in a search for the same thing and I thought I'd share what I've learned in my search for an answer.

Not directly, but you should be able to screen record the screensaver on Windows using the X Box Game Bar. Then use whatever video editor you want to crop it to 16:9 and trim it to 15 seconds. After that, save it and send it to your phone. Finally, within Android you can go to select your wallpaper and choose your video from the gallery.