Welcome to Android Central! Many apps or ad networks will cache images on the phone, and if they're not coded correctly to cache those images in a folder with a .nomedia file (which prevents them from being shown in the Gallery app), then you'll see them. The images will often come back if you delete them, because the apps will re-cache them.
Using your Gallery app, select any of those images and look at the details -- which directory are they in?
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