Do you "Save As" to save Visio diagrams as web pages to SharePoint site?
Based on my test, I can reproduce this issue as following image.
If possible, I suggest you save Visio diagrams to SharePoint in Web Drawing in (*.vdw) format.
For more details, please check "Roadmap: Publish Visio drawings to a SharePoint site".
Or you can save as web pages to local folder, then uploade to your SharePoint site.
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