I can't say with 100% certainty, but this wouldn't surprise me, either. Google is very wary of affiliate sites and wants them to add significant and unique value when they appear in the SERPs, over and above "default affiliate content". So serving anything at all from the affiliate's server might at least raise a flag.
Here's a related thread from last year. Although not directly about images, Google's Adam Lasnik posted in that thread about Google's intentions with regard to affiliate sites, and perhaps you can to some degree, read between the lines:
I agree that using any text content that is supplied to you through your affiliate account is a bigger issue - whether titles, meta descriptions, body content, whatever. Still, I'd fix both areas as soon as you can.