Noticed people had the same problem as me with no avatar showing. Thought I would post here how I got profile images showing for twitter login, not sure about other networks as I am only using twitter.
This is what I did
Added custom avatars following this article
(themes functions.php btw)
You will need to edit line 8 with the following
<input type="text" name="be_custom_avatar" id="be_custom_avatar" value="http://api.twitter.com/1/users/profile_image/<?php echo esc_attr( $user->user_login ); ?>" disabled="disabled" class="regular-text" />
Works for me!