I don't know the cause of your problem. However, when i got a 4s i added all my contact images to icloud on the desktop and the images remain there. So when i went to the iphone 6 all my contact images remained intact. I do believe if you add them through your phone and you use icloud for contacts they should quickly sync up regardless and get stored in icloud. Sorry i don't know what cause your problem but maybe it will help you narrow down a solution by checking icloud to see if your contacts there have all the images they should, assuming you're using icloud.