The ones of the gymnast were taken when she was underage. Nude photos of someone underage can be considered child pornography.
"Can" being the operative term, there. In order for an underage photo to violate federal law, it has to either depict abuse or a "sex act." A pretty tame shower shot is neither. The idea that the FBI is banging on doors of people who downloaded that file is laughable. I can understand the girl's manager making such a claim in an attempt to scare people away from looking for it - that's a manager's job. But for the news to make such a false claim is irresponsible.
State laws (under which various teens have been prosecuted for selfies) are an entirely different thing.