Picture Plane is missing when I open some files

Why does the image on a Picture Plane disappear? When I open I a Rhino file I have been working on, I get a Missing Image Files box.
I know how to replace the image but why does it disappear in the first place? This even happens with Rhino 7.0.
Is there a way to prevent this?

Make sure you have “Save textures” checked in the Save dialog when saving.

Terrific! Thank you so much.