I guess that option doesn't exist for the s6-s7???
My wifes' Note 8 still has the customizable 'Backgrounds' setting in her Messages [v. 4.4.11.4] app.
Which is the version I also had, in my S7A, that is until last week when I walked into an AT&T store to complain about Samsungs incessantly persistent and continual software updates. Then a so-called manager in training, who I foolishly presumed knew what she was doing, reached out her hand to look at --and fiddle with-- my phone. Then as she fiddled with my S7A she suddenly exclaimed "Oh shoot!"

...as she claims to have accidentally ---with her idiotic, inexperienced fiddling with my Settings--- caused my S7A to go into ANOTHER samsung Software Update mode

..of which you can only touch "Remind me later" three or four times...before samsung just forces the 'Software Update' down your throat.
The result, after 3~4 days of touching "Remind me later". . . my S7A got the forced 'update' that deleted my Messages v. 4.4.11.4 --that had the 'Backgrounds' setting -- and replaced it with Messages v. 5.0.10.9 ...of which no longer has a 'Backgrounds' setting in the Messages settings.
Is there any way to walk-back or downgrade the so-called v. 5.0.10.9 'update'... that inexplicably deletes the 'Background' setting, thereby basically ruining the Messages app ????