I know already the exact answer to above but below is rationalization for why this keeps on coming up. The reasons why there is always a perennial confusion over photos not being in iTunes are the following:
1. iTunes is used for back-up, recover, and restore to factory settings so one is inclined to think it should be seamless to do import and export of photos between the mobile iOS device and a computer. Yes, you can import and export fairly easily but it is not a one step process as copy and paste. If you want an application that allows you to easily copy and paste (or import and export), use a 3rd party app, e.g., Syncios. Although from time to time, technical issues/glitches may arise between a 3rd party app and your iOS device simply because they are 3rd party. You can also use Windows 10 Photos to import photos to your computer, i.e., if your computer is Windows 10.
2. Major cause for confusion is there are no "photos" under “On My Device” (left pane) in iTunes. You can sync photos (through iTunes) to devices (as cited in item # 1 above), but that "tab" is under the settings (left pane) for the device. Whereas underneath “On My Device”, one can see the rest, i.e., Music, Movies, TV Shows, Books, Audiobooks, Tones. Common sense and consistency will dictate that there should likewise be photos under “On My Device” as well but that is not so. Reason for this is item # 4 below.
3. There are ifs and buts given the existence of both iTunes and iCloud, e.g., if you see "iCloud Photos is On," all your photos and videos are already on all your devices that use iCloud Photo Library. You don't need to sync them through iTunes.
4. People do not realize that iTunes is a media management application focused on organizing purchasable digital media such as music, videos, audiobooks and more on both Macintosh and Windows operating systems. When iTunes was created, it is like “Hey, we need an application that can do back-up, recover, and restore. Why don’t we let those functions ride on iTunes”. That’s my take on it. And this was before iCloud came into being. So now iTunes and iCloud have overlaps and unique differences, thereby injecting more confusion.
As to when Apple will streamline iTunes and make iTunes and iCloud much more cohesive is anybody’s guess.
