I have heard that the main problem with uploading calibre-converted MOBI to the KDP is that it won't accept the newer AZW3 -- or dual-MOBI containing AZW3.
So effectively you are forcing all your readers to stick with MOBI (which has several disadvantages).
As for selling MOBI on your website -- you can just upload calibre-converted AZW3 on your website, or offer people EPUB and let them convert it.
As you've seen

calibre does a darn fine job.
I believe the HDImages are only used by the Kindle Fires (and are stripped out of files delivered to an E-Ink device).
But you could double-check with KevinH at the KindleUnpack thread.
KindleUnpack will always extract them from the raw source (if available), and allow you to overwrite the actual mobi7/KF8 with the HDImages versions.
But that only helps someone who did the conversion on their computer, and wants to use KindleUnpack -- so it isn't a solution for selling on Amazon...