The Gallery is based on really old coding, sorry for that. I plan on fixing it, but I've never had the time to come around to it.
Mostly though, if you have the replays you will get 90% of the gallery.
The last 10% are from variations of the scenes that you have already seen.
For example, maybe when you bathe with Cleo you don't provoke her into turning around.
You might not get an image in the gallery that way.