This may be in need of more clarification.
When a post is in DRAFT, the permalinks are going to appear as http://mydomain.com/path-to-images/?attachment_id=533
Once the post is published, the permalinks then change to the correct URL structure.
The other thing I am seeing is that images are associated with the initial post they get published with. This is sort-of documented on the Attachments page:
Attachments are not deleted when their parent posts are deleted; they just become "orphans". Orphan attachments are no longer reachable by pretty permalinks (/post_name/attachment_name) but can still be found at default URIs (/?attachment_id=N).
It's not yet possible to move an attachment from one parent post to another, or assign orphan attachments to a new parent.