If you add a new forum message as an anonymous user (i.e. when not logged in) then there is no way for the system to tell if this post belongs to a member or public user, and so no photo will be shown. Even if the author's name is the same as one of your members, it is impossible to tell if this author and the member are in fact the same person.
We have manually linked this post to your member (because you specifically told us it is the same person), and so the photo will now show up.
Jim Sympathy, Fluid Apricot