You need to set your photo as the background before running the action. You cannot simply name your layer Background and lock it.
To set your photo as the background, select your photo layer and go to the menu Layer -> New -> Layer from Background. I demonstrate this at the beginning of each video tutorial for your reference.
Important: you only need to do this step if you open up your photo and your background layer isn’t called ‘Background’ and has the lock symbol. In nearly all cases you only need to perform this step if the photo you open is a .PNG file, or any file with transparency.