Interesting. I just tested this on my system and I get the same result - no sketch picture in the exported PDF when I have a drawing active.
When I use the "Print" dialog in SW with the Drawing active, and select "Microsoft Print to PDF" it DOES work. (I never use this method to save PDF though). Only problem is the biggest available paper size is Tabloid. Though perhaps I can change that in the system settings.....
If this does not help, then as last ditch you could just insert the image directly onto the Drawing file. I know this works on a PDF export.
This work around may be considered as a last resort if nothing else helps.
Move your picture from sheet to sheet format area. From sheet format all pictures must be able to translated into pdf file without any problems.