The picture of Nadia Sayid has is the one provided by the CIA, implying that the incident in which they met as detainee and interogator, during which she gave him her picture, might have not happened in the X timeline.
Sayid needed Shannon in the afterlife to allow him to let go of his violent past. His relationship with Nadia carries too much baggage from his time with the Republican Guard, and whenever Nadia re-enters his life, he returns to those ways. Shannon was one of few people that he truly helped resolve her issues, and was too innocent compared to Nadia to bring about Sayid's dark side.