I wonder if it is worth trying to temporarily move your TS3 folder out of Documents and onto the desktop (you can always put it back) and let the game generate a new one to give a fresh start. There are instructions on how to do this in the first post (under "primary things to try first") of Bluebell's help thread here :
http://answers.ea.com/t5/The-Sims-3/Links-to-Mac-help-threads-and-guides/m-p/749664#U749664This might "reset" how your TS3 folder works. If the OP is willing to try this, then open the game and then close it again, we could see if the images then go into the correct folder. If they do, that might suggest that something odd has rerouted them in the current setup.
What do you think?