Hmm interesting. I have no idea what happens inside stb_image (the lib I use to load images). If you have some time and motivation, you can try debugging inside SFML/stb_image code.
I just did, apparently stb takes a shortcut when dealing with pngs, and does not split the png streams as its supposed to, making large pictures unreliable (not as complicated for programmer, speed might also increate, but memory allocation is way larger when loading the image).
I changed the files to jpegs and now it loads perfectly!