This has always been the nature of iOS backups, whether using Finder or iTunes. Those "From My Mac" images are "synced data," and synced data is excluded from backups because it is already stored elsewhere and can be re-synced when necessary. This reduces the size of backups by eliminating redundancy.
That "elsewhere" could be either a computer (iTunes/Finder sync - music synced from an iTunes/Music library and photos synced from folders, Photos app Albums, etc.) or iCloud, where synced data can include Contacts, Calendars, Notes, iCloud Photos, and iCloud Messages (which are constantly updated with iCloud), and App Store and iTunes purchases (as they can be re-downloaded from those sources - a restore from backup triggers an automatic redownload of whatever apps and music were previously present on the device). The typical iTunes/Finder restore these days is a hybrid, as nearly everyone has some iCloud data as well as data that may be synced with the computer - once the restore from computer is done you'll see that iCloud data and iTunes/App Store purchases will be downloading from the cloud.
The principle problem with this approach is when that iTunes/Finder-synced data is no longer present on the computer - either it was originally synced using a previous computer and the data (iTunes/Music library, photo library, etc.) was not migrated from old computer to new, or that it was simply deleted from the current computer.
