Look, I don't mean to be rude, but should we all repeat ourselves? ;-)
You UPLOADED the images using WORDPRESS! Everything you do using WordPress (write posts, add categories, upload images, etc.) is stored in the WordPress DATABASE.
If you upload images using WordPress then WordPress WRITES the name of the images and their locations to the DATABASE. It is OBVIOUS. Now, if you delete them via WordPress panel, it removes the data about the images (and deletes the images from the server, too); if you delete them OUTSIDE of WordPress (via FTP) and then login into WordPress, of course WP will have still intact the info about the images in its database and will show the data about the images in the admin panel!
But you have deleted them! Outside of it! So they are not THERE! But WP cannot KNOW that they are NOT there, as you didn't remove them using WordPress, right?
Errr... Hope you get the picture better:)
Cheers, have a glass of beer, too:) (and read more)