1) While creating a new web content, select 'Use Small Image' option
2) Do not upload an image, nor insert a URL, just leave these options as it is
Next to the web content a 'missing image' icon can be seen as shown on screenshots.
It also appears in Add/Content menu.
If the 'Use Small Image' option is checked, inserting a URL or an image upload should be required before publishing.
6.2.10 EE SP14 with hotfix-20013-6210
6.2.x @ 29715a16a319dda9f2863702cfb9bd3711ca5366
Can't reproduce on:
Master @ 00e45a6a00bca3ad75ad6f80144399347937ce82
7.0.x @ 23c5f5d2aa1f218b378d3690e1b81da089d9b188
Similar issue found: LPP-15526