Thank you very much for your very useful feedback. As I said before, that functionality has been taken away from Sync and we greatly encourage our retailers to make use of the Web-based interface instead.
When loading the corresponding Web-based interface, by default, categories are assigned images that were previously there and if there isn't any, the image of the first product belonging to the category will be used. This therefore explains the presence of the images for the categories which haven't been previously populated.
When specifying the category images using the Web based interface, you don't have to get them all at once, it is perfectly acceptable to only focus on a bunch of categories at a time.
Also, the Web-based interface is a big improvement of the corresponding feature in Sync. For instance, you can specify a custom image to be used for the category.
Hope this helps.