EMILY: I don’t have any baby pictures of your mother.
RORY: How could you not have any baby pictures of Mom?
EMILY: Because when your mother was seven, I came downstairs and found her burning all of her baby pictures.
Emily already showed Rory a baby picture of Lorelai in the family photo album when she was staying at her grandparents’ house in Love and War and Snow, so this is a retcon.
The Annotated Gilmore Girls 