Some of the vBulletin 4 import code borrows code from the official vBulletin 3 importer.
I was made aware of it, but like yourself I haven't bothered to track it down either. Its really only a visual bug and not really a top priority... ie.. The importer does the job, just don't look pretty while it does it (and really doesn't need to either).
I imagine that KAM will resolve this once they release an official XenForo vBulletin 4 importer (moving away from the 3rd party importer).
Well, the image is there and it works when I put it in another template without issue. I suspect this is an issue with the browser not loading the image before the redirection starts (causing it to stop bothering to load images on the current page). I'm not sure if there's a good way around that without potentially slowing down the import UI (which seems pointless), unless I just remove the image.