You all have it correct: with photos being auto approved there is no need for a system message, so it doesn't send one. It does, however, still award the acorns, albeit silently. You can confirm this by going through the route
@zuzu did above. Look at your acorn count, then post a photo, then check again. You should have an extra acorn in your count.
I can enable the system message for auto posted images, if you all think I should. It just seemed to me like it wasn't necessary since the point of system messages is to let you know about things that other people have done that affect you.
