If you create a CT_COMBO (RscCombo) control and try to add a picture using the lbSetPicture command, it simply adds a blank space on the left of the entry, instead of displaying the picture.
Example: https://community.bistudio.com/wikidata/images/f/f3/WuChaoRen_lbSortByValue.png
Regular listbox: https://community.bistudio.com/wikidata/images/f/f7/WuChaoRen_ctListBox.png