I had a similar problem and ended up posting the photos themselves and then linking them to my first post in the editor by hand. The problem with this however is they show up as individual posts. In my case that is acceptable but not in most. One work around could be to back date them to some time that predates all your other postings and then link them. At least they would be out of the way. If this happened quite a few times I would just choose one day quite long ago and post all this kind of stuff to that day. Then out of hundreds of days of posting only one would have a lot of photos. But it would be a glitch nonetheless.
Another option, and again not ideal, is to insert the photos without using the gallery option. and just link to the photo itself. If they are in the gallery for that page they are also in the Media Library. But then you would see the posters without your lovely formatting when people clicked on them.
Both of these would remove the option to comment. In the first instance you could edit the post and opt not to accept comments and in the second they just wouldn't appear.
As for catagory default for DHTML (which I think is what is going on here) that would be an inheritance issue that would have to be coded in the back end and probably not user accessible. (I don't know your type of setup so can't remark further on that)
That's the best I can come up with at the moment and both are only work arounds as I said.
In a bit of an aside I enjoyed the post and am in full agreement with your observations.