Can't change galaxy s4 lock screen wallpaper if security is in place
From what I've read this is a known "issue" with the S4.  When using pin security you can't change any lock screen widgets either.  If I was sure that my Fitbit Flex would continue to work with the S4 I'd have flashed CyanogenMod onto my S4 (they have been producing nightly versions for the S4 for a couple of weeks now).