We delete background images when we can't create thumbnails for it and an exception is raised.
Your image contains an alpha channel, so the thumbnail conversion fails:
```
OSError: cannot write mode RGBA as JPEG 
```
The ATS cache probably leads to the file appearing as existing for some time,whereas it is actually deleted immediately.

So a few things we should fix there:
1) Convert RGBA to RGB
2) Don't remove the background if thumbnail creation fails
3) Save thumbs with the proper file extension
4) (Make quality configurable)