Ok, this is an odd thing. I ended up with an image which was linked to the version, but the version gallery didn't have the image.
I added a batch photos to a game and used the "view" button to add the version link for all of them. This was a batch of images and all link approvals were done before any image approval. The last image (with problem) was approved hours after the others.
This actually seems like two bugs.
Bugs it seems:
(1) link approval should wait for image approval
(2) deletion of link on game should also delete link on image side.
Assuming a demon deleted the link on the game since the game was not approved...
PS - Link for this has already been fixed. I do this all the time and this is first time I remember having this problem. I'm guessing that one (or more) moderators said "no" to image which hung it for a long time till enough votes were accumulated to overcome that vote.