Hi and first of all thanks to report this and help us in the development process of JSitemap.

The fact that the image is contained inside a <a> tag is not relevant to the crawler that find them when generating the images sitemap... it sounds more likely that images inside links are excluded by filters, i mean the exclusions filters of that data source.

Try to check the path of images inside <a> tags and the exclusions filters.

Thanks and regards

John