Cannot save photos syncd from iTunes to iCloud ...

I have over 5000 photos on my Mac Book Pro which I have syncd to my iPhone 6 via iTunes.

I decided to start using iCloud to back-up all the photos on my phone, but I get a warning message that photos syncd from iTunes cannot be backed-up to iCloud and will be deleted from my phone if I proceed.

This doesn't make sense to me as both iCloud and iTunes are Apple apps???