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Those sites don't have that much traffic so they won't be crawled much by Alexa and less likely to have screenshots.
Up until about a week ago there screenshot program was busted (personal communiucation with Alexa).
You can get an image refresh in about 2 days by submitting here
[thumbnails.alexa.com...]
I have - like probably most webmasters - the Alexa toolbar installed. That's what probably brought me below the ~2.000.000 in the first place :-)
Another strange thing: even though I'm not under the top 100.000, still it shows a traffic diagram for my site...