Jon,
If you have read this message board, you will see that others have had the same problem. It depends on where you started and updated your tree. You started at Ancestry.com and have that problem. I started from the Family Tree Maker program. I don't have that problem.
I have uploaded a tree to Ancestry and all of my Source-Citations and Images are online.
For this issue: I would suggest that you use this link:
http://ftm.custhelp.com/cgi-bin/ftm.cfg/php/enduser/ask_feed...And provide some detailed feedback to Family Tree Maker 2009.
You will probably not receive feedback from them, but the developers do read the feedback.
Good luck,
Russ