From what I have noticed, pictures that are being uploaded to the AF servers and are being hosted on the AF server(like avatars are) are fine and won't show the red X, while pictures/images that are being linked to on other sites and image hosting services outside of AF seem to be the ones showing the red X's
I would imagine that the link to the pictures outside of the servers and therefore outside of AF's control are the ones that are most likely to show up with a red X as they are most likely to show a broken link.
Just my guess......
