Create a fake user.
(From the blender manual:)
Since zero user data-blocks are not saved, there are times when you want to force the data to be kept irrespective of its users.
If you are building a blend-file to serve as a library of things that you intend to link to and from other files, you will need to make sure that they do not accidentally get deleted from the library file.
Do this by giving the data-blocks a Fake User. This prevents the user count from ever becoming zero: therefore, the data-block will not be deleted (since Blender does not keep track of how many other files link to this one).
Go into the image editor and click on the shield-looking icon:
Fake User (shield icon)
Keeps the data-block saved in the blend-file, even if it has no Real User. When activated an “F” will be shown before the name in the list.
Once a fake user has been created, the image can be packed into the .blend file.
An alternative use the outiner, enable the blend file browser, select the image and create a fake user for the image.