When holding most blocks, they render held by the enderman just fine. However, like with banners, this does not apply to wall banners, likely due to their tile entity rendering.
To reproduce:
/summon minecraft:enderman ~ ~ ~ {carriedBlockState:{Name:red_wall_banner}}
Note that it appears to be holding literally nothing
Kill it and note the drops
Hello! This looks to be a duplicate of MC-195567.