Because I have to
 

https://cimg6.ibsrv.net/gimg/www.f15...898527e70c.jpg

Why at the picture album or in private messages can I only upload a picture from a URL? I needed this pic for a PM and had to post it in to a thread to get it in to my album.

The Private Message system has never allowed directly uploading Attachments but instead only allows a URL to hot-link. It is not an available option within the core software. Perhaps in the future as a feature? Unfortunately, it is not as simple as pushing a button to turn it on because it simply doesn't exist within the software.

Uploading to the album is possible. You appear to have one album that is not for posts, linked below:
https://www.f150forum.com/g/album/14339694

You have to click on the Edit Album button to get into the album to upload.