Hello,
Yes, that is an issue of JA Social Feed when importing content for K2, since K2 does not use separately data field to store image path, image path will be fixed and generated by item id, so we can not put external URL as image of item by normal way.
So, we have putted image tag into intro text.
But we will improve this feature for upcoming version by always enabling “Save Image” setting if store component is K2, and image will be saved to correct path as K2 does.
I have created issue on our issue tracker system, you can check status of this issue here
http://pm.joomlart.com/browse/JAECPLGSOCIALFEED-99
Thanks for raising this up and please wait for new version to get this updated.