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you want to makeYour content delivery network go through a cname WHY ARE MY CDN URL’S DIFFERENT THAN MY DOMAIN NAME? Normally your URL paths would be http://domain.com/wp-content/uploads/image.jpg With a CDN enabled, it becomes http://account.wpengine.netdna-cdn.com/wp-content/uploads/image.jpg This can always be changed to a custom CDN URL such as cdn.domain.com if you wish. You just need to setup a CNAME for cdn.domain.com to point to account.wpengine.netdna-cdn.com then contact support and let us know so that we can make the required updates on our end. this is a link from my hosting company that describes exactly how to set up your DNS http://support.wpengine.com/how-does-a-cdn-work/ I hope this is of help to you, Sincerely, Thomas von Zickell

That's just bad usability and bad practice. Me as a user wouldn't want to click on your image and be lead to the image itself, or back to the article. Would you?

Do you have someone else posting for you, they might be adding the pictures differently. You can go in and edit them or add them whatever way you like by using the source view window instead of the wysiwyg editor. But to answer your question, it's not a big deal. If you were to do this on a site with a million pages you would probably want to fix this but for a regular scale site it's not an issue. How are your sitemaps looking, free of errors and warnings?