Go into Extras, Offline Kombat History and then change the background, icon and border. Press B twice to back out and you should get a save prompt. Press A to save changes (you will get the achievements for individual categories if you haven't already).
Now go back in and set everything back to the original three selections again (Welcome, Mortal Kombat X and It Has Begun) and save. The achievement should unlock.
This solution was edited based on some useful comments - thanks to AaronYDG, freddyflask and other people who commented.