If you want the Underwater aerials to change randomly, select Shuffle Aerials rather than selecting the Underwater aerial category by itself.
Go to System Settings >> Wallpaper >> Screen Saver >> Shuffle Aerials, then choose how often the aerial should change.
Apple specifically states that Shuffle Aerials rotates through several aerials.
If an aerial has a download indicator, select it to download the aerial before it can be used. (Apple Support)
If Shuffle Aerials is already selected, the Underwater aerials are downloaded, and only one continues to appear, then the problem seems unexplained and would require further troubleshooting.
Apple: Change Screen Saver settings on Mac