It seems that, if a character has a special character in their name (which becomes under-score), you can’t add a gallery to them.
Example:
O’Conner uploads an image named O’Conner.jpg -> o_conner\o_conner.jpg
O’Conner goes to add that to his profile gallery, but he has no existing character files to select. He can navigate to it, and it’s there, but it doesn’t seem to believe O’Conner and o_conner are connected.