For JPEG and TIFF, which are extensible formats, there's also the possibility that an image has something in it that we don't support (and that the corresponding decoder on Windows doesn't support) but some other decoder on the system can.
A not supported stream format is a bug and should be fixed IMO. I believe that an implementation which declares support for all formats is better than a not implemented stub.
I'm not sure. There are plenty of standard TIFF files that native can't handle (though I don't think it's a bug if we can), and there's the possibility of non-standard TIFF files that a corresponding third-party decoder can.