Picture Formatting Disappears when Published

I'm baffled by this one.  We have a course where we have a shadow format around screenshots.  This is the preset shadow format in the picture styles options. When we preview the course, the shadows show up. When we publish, they disappear.  When we manually add a format using the picture effects button the shadow will appear on the screenshot.  We can obviously use this as a workaround, but I'm just curious if anyone has come across this and found a fix for it?

If it makes a difference, the images were locally saved and inserted into the presentation.