Correct. GEDCOM files are just text files, so of course they do not include images, but it does include the media object (the GEDCOM reference to the actual image).
Also correct that the silhouette icons are generic, i.e. they appear whenever there is no preferred media object / picture added.
Put those two together, and the answer should be clearer. Your imported GEDCOM file tells the browser there is an image to be used as the main image (the ‘highlighted’ image set by the tag “_PRIM y”), so no need to use a generic silhouette instead. It doesn’t know that you hadn’t uploaded the actual image files.
In place of the image you will have had an (also generic) “image not found” icon, which is more useful tyhan showing the silhouette to hide the ‘error’.