I don't believe there are any rules. This is TRW after all!
just carved out some server space for users to upload photos. I think of it as another free photo-sharing site (but which I will use exclusively for photos I use in my posts here). The gallery probably shares the storage space with the photos uploaded to the individual messages (
would be the one to answer that).
To me the gallery seems easier to use than photo uploads directly to the posts. The photo links from the gallery are also easier to use than message uploads when using the same photo in multiple posts (like fro example the Weekend Update and a separate build thread). Using either method assures that the posts will never end up with broken photo links when viewed few years later. That to me is the most important thing about having photos hosted on the same site as the messages.