You misunderstand what the scene.xml does. It defines the diplomacy screen for the civilization. If it's improperly linked, the game cannot load a scene and it crashes.
When you play as the civilization, you see their _DOM.dds and _MAP.dds (dawn of man and map), not their DIPLO.dds, which is defined in the scene.
If you have a scene properly linked but an image that does not exist, it will still work but give you an "IMAGE NOT FOUND" image when you open diplomacy screen.
Ah, but I'm using the same .dds file for both the _scene.dds and the _DOM.dds. Therefore, I was surprised to see Lu Zhi's picture (Lu.dds) on the DOM screen as in other cases, like you said, if the image isn't there, it shows a red image/"image not found".
Thanks for the heads-up on which files to import and which not to import.
I was going to do the icon atlas tidy-up, but ran out of time. It was then a choice of uploading it how it is or not - so I felt it might as well be uploaded even if it had a larger file size rather than expecting people to wait until after I'd moved house.