This happens every once in a while. If all else fails, download the images from the previous shell and upload them into the new course's files. Make sure they have the same file names.
Lately this is NOT working. It's also not working in Copy to and Direct Share. And since the html points to the file location rather than the file name, they all have to be reconnected. The only time this seems to work is when doing an entire course import.
This is an ongoing issue, and has been for years. When trying to export questions or a question bank, you typically export the course or a quiz - you may also "copy course" if it is your course. None of these methods export the actual images in any consistent basis. They export links to the images in the course it came from. If you look at the html and see the "verifier" in the image source, you know that it is linking to another course. That works most of the time, as long as the other course exists and you don't change your questions in any way. Edit them once though, and all those images are gone. It's a horrible way for canvas to try to save space by including links to images rather than the images themseles. It reduces sharing question banks to a crap shoot whenever there are images involved.