Yes, I don't know why you don't have it with the default wallpaper, but that is definitely a standard KitKat transparent gradient status bar.
My Samsung tablet does that with the stock wallpapers too (though not on the lock screen for some reason). Nova launcher lets me choose between that and a solid black status bar, the Samsung launcher doesn't offer the choice.
So I think the only mystery is why it doesn't do that with one stock wallpaper. I don't think it's any problem with your wallpapers or the system software. You might however find another launcher app that lets you change this (i.e. set the notification bar to be completely transparent rather than gradient).
