
Photos do take up a good deal of bandwidth space which means that more has to be bought and that is expensive, you also need to make sure that people are not using someone else's copyright, does happen believe me, and that can be difficult because until the complaint lands on you desk, you are unaware that it is a stolen image. It can also make a site slow to load pages and then we would all be moaning, would probable mean keeping them to one section and that would no doubt cause people to try to load them elsewhere and be forever asking why they can't.
You can always load a photo on to a site like Photobucket, Flicka or Jalbum and put the link in your profile.