Do you Embed the Picture ??
Insert by File List, browse to your Picture, Embed and then click Apply before you insert it to the drawing and it should stick to the drawing next time you open it.
V18, V19, V20, V21, 2015/ 16/ 17/ 18 Pro. Platinum
Deluxe V20, V21, 2015/ 16/ 17
Windows 10 Home Premium 64 bit, 32 GB
NVIDIA Geforce GTX 780m, 1 GB