When creating a Choice, there is no editor for each of the choices. This forces using either a link to an outside image or file, or using text only for each of the choices displayed. In 1.9, I used small thumbnail images for each choice rather than text. It looks nicer IMO. However, I can't "include" those images with the 2.2 version of a Choice because there is no file picker when editing the Choice options.
I realize this is a small issue, but if we are expected to embed/include media with each specific activity, this falls outside of that expectation.