I had the exact same problem. I have done a device wipe for other issues but I do know that the problem was fixed with that wipe. Not exactly sure why it happened to me tho...
I am taking the phone back to Verizon today to exchange out and see if the problem still occurs on a new phone. The mgr of the store has the same issue.
This makes no sense... If the pictures are on the phone then you have to delete them manually when connected to the computer you aren't able to delete them via Mass Media Storage. But you can delete them on the phone, you are able to delete the photos via Mass Media Storage if they are on your SD card. You shouldn't be having to take it back cause of this simple problem, sounds to me more like user error than the phone it self.