Yes they do. If an image is under free art you have to release any derivitivies under free art and can't release them under the GFDL. Thus callinging them compatible is false.
I never said free art was compatible with GFDL. There are licenses which are compatible (I'm no expert, so I'm not going to try and name any), those are the only images that can be on Wikipedia that aren't released (explicitly) until GFDL (excluding fair use).