They have to say it belong to them so that a) You can't profit from it and b) So that SE can use the image as they wish without having to pay you royalties. As long as you're not selling the print on DA and whatnot then don't worry about it. They're really lax like that and understand that friends want to share their art. but if you were to make prints of that image and sell them, then they'd be like "Haaang on a minute..." lol