Short answer: drop the PDF and download the ZIP. Each entry is namedpage-N-image-M.png and holds the image at the resolution stored in the file. Vector artwork and page background colours are not images and will not appear.
What “embedded” means here
A PDF can store a photo three ways: as a JPEG, as a lossless raster with a mask, or as drawing instructions that merely look like a picture. Only the first two are images. That is why a page full of charts can yield nothing while the scan beside it yields one large PNG.
When a page render is the better answer
If you need the page as it looks — layout, text, vector logo and all — render it instead. Extraction gives you the pieces the file happens to contain, not a picture of the page.