This is only a partial solution, but still worth mentioning (NOT tested, please someone confirm in a comment if it works):
You can combine Variety's downloading feature with the built-in KDE wallpaper slideshow feature (download into the same directory that you have setup KDE to use as a slideshow). Variety's indicator won't be of big use in this case and you may as well turn it off, but you'll still have a slideshow with images fetched from the internet.
This is only a partial solution, but still worth mentioning (NOT tested, please someone confirm in a comment if it works):
You can combine Variety's downloading feature with the built-in KDE wallpaper slideshow feature (download into the same directory that you have setup KDE to use as a slideshow). Variety's indicator won't be of big use in this case and you may as well turn it off, but you'll still have a slideshow with images fetched from the internet.