When you share a post on Facebook, or when Jetpack Publicize publishes a post to your Facebook page, Facebook crawls the page and looks for Open Graph meta tags in the head to build a complete post preview (with an image, title, description, ...).
You can see what Facebook sees by entering one of your posts' URLs in Facebook Debugger:
Jetpack includes such meta tags, but they're automatically removed if you use another plugin to manage Open Graph meta tags, like WordPress SEO.
I would consequently recommend that you check Facebook's Debugger to see if you can find out why there are no images displayed when sharing a post on Facebook. Sometimes such issues can be caused by a duplicate set of open graph meta tags, for example.
If that doesn't help, I would suggest that you post in the WordPress SEO support forums about your issue: