Do you have a GEDCOM 5.5 or a GEDCOM 5.5.1 file ?
In 5.5, you can embed images in the GEDCOM as "BLOB", this makes an enormous GEDCOM file dur to all images written in it.
Yopu can also use the link option with only the file path in the GEDCOM file.
In 5.5.1, the "BLOB" option is removed, you can only link images as file path.
So, if you want to have all images, you need to have paths available for the application.
Zurga