It sounds like you are running into the issue described here: Fix broken images for posts created by the WP Discourse and RSS plugins. My first reply in that topic gives some details about what causes the issue. The issue affects images in posts that were created with HTML. I’ll update that topic’s title to make it clear that it affects more than just posts created with the WP DIscourse plugin or an RSS feed.
Ideally the Discourse markdown parser would be able to handle HTML image tags that are wrapped in other HTML tags. I think it’s a difficult problem to fix though.