I created a shared link just now, was not presented with any such warning, and have the same problem with the image not showing up:

https://chatgpt.com/share/67e319dd-bd08-8013-8f9b-6f5140137f...

Interesting. I see this: https://imgur.com/a/QNWeEoZ

Aha! I see different messages in the Android app vs. web app.

In the web app I see:

Your name, custom instructions, and any messages you add after sharing stay private. Learn more

I see it normally on PC, maybe not working well on app?

The image shows for me.