I have seen this happening multiple times in bloglines. When you have subscribed to a blog and if the post contains pictures along with text, the pictures are omitted. Often most of the pictures are missed. This little bug is pretty annoying as I need to get back to the blog the see the pictures.
Since this happens irrespective of the blog hosting sites, I am guessing that this issue has to do with bloglines and not with the webhosts or rss.