The most likely cause is that when Facebook tried to retrieve the image, the story and/or image was still being processed by your website and was therefore not available.
You won't need to delete the Facebook post and reshare your story. By following these instructions, you can just refresh the image:
Step 1. Navigate in your browser to the Facebook post and click on the date and time.
Step 2. Now that the post is shown in full, click on the โโโ icon and choose Refresh share attachment.
The image should now be displayed. Still not showing? Visit the Facebook debugger and enter the link to the story on your website. If the image is not shown, there is likely a technical issue with your website. Contact us for more help.