A cool little secret to all those who don't know: If you refresh a page with a review on it, the screenshots change! But some games only have 2 screenshots, and some don't have any at all.

You're right they do! But only the ones that don't have captions

the captions are funny !

Review screens lack captions and are randomly selected from the pool of screenshots attached to the game. We don't use screenshots with watermarking from other sites and given some of our reviews are unsolicited we're forced to source our own images; hence some games (especially Japanese imports) lacking many screens.

Game previews are the ones with static images and captions - in those cases the images are embedded in the preview article, which is why they don't change.