Drag item to project

Sometime when I drag an item (pictures, sound) to a project it appears as an alias (italic name and arrow) and sometimes no…
In either case the project runs ok, but I do not understand why are incorporated in one or other way,

If Supports HiDPI is turned on then dragging a picture into a project creates an Image Set, which does not show in italic with the arrow. If you drag a picture in with Supports HiDPI off then it is added as a Picture and shows in italic with the arrow.

Regardless, Pictures and Sounds are always external to your project.