Strange path/url extension: /spinner.gif causing broken links

Just ran Zenu's Link Sleuth in this endless quest to resolve url and link errors.
The results reported loads of broken links that have a path extension of : /spinner.gif

Can anyone tell me WHAT THIS IS? I went in to my file manager to see if I had anything called spinner.gif in my directory anywhere. I see it in the images folder of about a handful of themes in my directory.

My question is, why is it trailing behind every post, tag, and page on my website?

EDIT: I know now what spinner.gif is, but I am perplexed as to why this is breaking my links?