It's not a rule at all...
It depends on the site style.
It is true for mainstream projects. Mainstream sites have a lot of small elements like icons for example... And they all have to be stylish and keep to one general theme... At the same time all these small elements are unique and it takes much time to develop all of them. And then the general view of the site will be great.
And it's not true for some of the sites. For example we worked on Metart galleries - there are no small pics in design. And they still look great.
http://www.blueflyadult.com/portfoli...etart/metart2/
http://www.blueflyadult.com/portfoli...rt3/index.html
This also depends on how much content the owner of the site wants to display for free...
Well, what else to mention?