Soutra - I don't know how ana arrived at the birthday cake, but how I did it was to highlight hers, then do a right-click on it with my mouse and choose "view selection source". This showed the source code for the highlighted bit, and I could see where it says "alt ='whatever' "
Whatever is the reference that GN has for that emoticon, and is what it is stored under. If it can't find it, it just shows the reference. It only works with ones that GN has stored somewhere.
The same thing is happening when you see a blank space on any webpage where a picture ought to be, with a few words tantalisingly in the middle of it, like "the best view in the world". It means that the photo is unavailable.