In general, I think it's always more polite/courteous to ask. Some may be more okay with it than others.
I mean, I think there's a level where something is so popular or official (tv shows and such) where using images from it just shows support and love. But, as you go further down in recognition, sometimes it gets a little odd when you start using personal artwork, or art from lesser known artists.
To make a comparison to music, if some small-time musician recorded something they wrote out of their fondness for their art, and somebody else used it for an AMV with no credit... that's pretty bad, isn't it?
Why is it okay to use visual art in roughly the same way without credit? Avatars and such often become a user's "face," after all, which is a pretty significant thing to borrow from someone else's body of work. The argument that it's a compliment (showing they like it) applies to both cases, but might not justify it fully. I mean, I'm on the side of art somehow feeling a lot less offensive to use without credit... but I could see a few artists taking issue with it, or at least being uncomfortable about not being asked. Though I'm sure there are a ton that wouldn't care, or just be flattered and leave it at that. Could vary a lot, haha.
Personally, if someone (for whatever reason) used some of my art pieces for that purpose without my knowing... there are a few I'd be slightly irked by, but others I wouldn't really care about.