Publicize shows both Facebook Fan page and Twitter account connected. I did not have RSS feed turned on for the theme, could that cause the problem? I turned it on just now. I tried another post with a picture and selected it as the featured image when I uploaded the picture. It posted without the picture. Then I went back and posted from the blog article (clicking the facebook icon) I got the picture to post that way.
Under sharing in settings, both Facebook and Twitter are connected.
On the post in admin view there is a section on the right side labeled Publicize. I have been un-checking face book so it only goes to twitter or vice versa, adding in some additional text, etc. and scheduling the post. In the first attempt above I unchecked Twitter and the post did not post to Twitter only Facebook so I think it has something to do with it being a copied post and at one time it was set to post to both.
[An aside] I have also noticed if you do anything in this box before saving the draft, the shorten URL for the post is not added it has to be added manually.
Right now I'm more concerned about getting the picture to post to facebook. I'm using Networkedblogs for one of our blogger sites and I can always resort to using that as well if I have too.