Remember that the pictures library is not a folder, but a collection of any folders that are to be included in the library. The Pictures folder in your user location is included in this library be default. Any folder anywhere can be included in the pictures library.
It's simply a way of accessing certain types of files easier.
Personally, I hate the library system and don't use it, instead I use favourites and short cuts.
Just remember that libraries are not a folder or storage location, but a form of short cut that unifies your files from multiple sources.